✦ LIBER ✦

SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL

✍ Scribed by Seisho Sato; Naoto Kunitomo

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Finite-sample properties of the maximum

✍ Zacharias Psaradakis; Martin Sola 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 134 KB

OPTIMALITY OF THE MAXIMUM LIKELIHOOD EST

✍ Piotr W. Mikulski; Michael J. Monsour 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 551 KB

Exact maximum-likelihood estimation of a

✍ Francis X. Diebold 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 269 KB

Asymptotic properties of the maximum lik

✍ Yasunori Fujikoshi; Yoshimichi Ochi 📂 Article 📅 1984 🏛 Springer Japan 🌐 English ⚖ 426 KB

Maximum likelihood estimation of the aut

✍ Tuan, P.D. 📂 Article 📅 1988 🏛 IEEE ⚖ 554 KB

Histogram maximum likelihood estimator i

✍ Jacek Leśkow; Roman Różański 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 546 KB