Semiparametric estimation in autoregressive processes with Markov regime. (Estimación semiparamétrica en procesos autorregresivos con régimen de Markov.)

Ríos, Ricardo; Rodríguez, Luis Angel

Divulgaciones Matemáticas (2008)

  • Volume: 16, Issue: 1, page 155-171
  • ISSN: 1315-2068

How to cite

top

Ríos, Ricardo, and Rodríguez, Luis Angel. "Semiparametric estimation in autoregressive processes with Markov regime. (Estimación semiparamétrica en procesos autorregresivos con régimen de Markov.)." Divulgaciones Matemáticas 16.1 (2008): 155-171. <http://eudml.org/doc/230701>.

@article{Ríos2008,
author = {Ríos, Ricardo, Rodríguez, Luis Angel},
journal = {Divulgaciones Matemáticas},
keywords = {auto-regressive processes},
language = {eng},
number = {1},
pages = {155-171},
publisher = {La Universidad del Zulia},
title = {Semiparametric estimation in autoregressive processes with Markov regime. (Estimación semiparamétrica en procesos autorregresivos con régimen de Markov.)},
url = {http://eudml.org/doc/230701},
volume = {16},
year = {2008},
}

TY - JOUR
AU - Ríos, Ricardo
AU - Rodríguez, Luis Angel
TI - Semiparametric estimation in autoregressive processes with Markov regime. (Estimación semiparamétrica en procesos autorregresivos con régimen de Markov.)
JO - Divulgaciones Matemáticas
PY - 2008
PB - La Universidad del Zulia
VL - 16
IS - 1
SP - 155
EP - 171
LA - eng
KW - auto-regressive processes
UR - http://eudml.org/doc/230701
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.