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Maximum likelihood sequence estimators: a geometric view

✍ Scribed by Barbosa, L.C.


Book ID
114539977
Publisher
IEEE
Year
1989
Tongue
English
Weight
792 KB
Volume
35
Category
Article
ISSN
0018-9448

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On maximum likelihood estimators for a t
✍ Lianfen Qian πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 188 KB

For a stationary ergodic self-exciting threshold autoregressive model with single threshold parameter, Chan (1993) obtained the consistency and limiting distribution of the least-squares estimator for the underlying true parameters. In this paper, we derive the similar results for the maximum likeli