Asymptotic Properties of the Maximum Likelihood Estimator in Autoregressive Models with Markov Regime
Douc, Randal ; Moulines, Éric ; Rydén, Tobias
The Annals of statistics, 2004-10, Vol.32 (5), p.2254-2304 [Periódico revisado por pares]Hayward, CA: Institute of Mathematical Statistics
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