2024-03-28T07:55:47Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6845827
2018-03-01T15:22:10Z
60
62
65
Augustyniak, Maciej; Boudreault, Mathieu; Morales, Manuel
2018
6845827
English
Springer US, New York, NY
https://zbmath.org/06845827
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Methodol. Comput. Appl. Probab. 20, No. 1, 165-188 (2018).
62M10; 62M05; 62M20; 60J05; 65C60; 62P20
Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure
j