Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models
ESAIM: PS, 19 (2015) 268-292
Published online: 2015-10-06
Articles citing this article
The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
This article has been cited by the following article(s):
LEARNING MARKOV PROCESSES WITH LATENT VARIABLES
Ayden Higgins and Koen JochmansEconometric Theory 1 (2025)
https://doi.org/10.1017/S0266466625000027
Non parametric observation-driven hidden Markov model
Hanna Bacave, Pierre-Olivier Cheptou, Nikolaos Limnios and Nathalie PeyrardCommunications in Statistics - Theory and Methods 54 (14) 4366 (2025)
https://doi.org/10.1080/03610926.2024.2419899
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends
Maddalena CavicchioliStochastics 95 (8) 1488 (2023)
https://doi.org/10.1080/17442508.2023.2227752
Rally The Vote: Electoral Competition With Direct Campaign Communication
Anubhav JhaSSRN Electronic Journal (2023)
https://doi.org/10.2139/ssrn.4598283
LIKELIHOOD-BASED ANALYSIS IN MIXTURE GLOBAL VARs
Maddalena CavicchioliJournal of Mathematical Sciences 271 (3) 341 (2023)
https://doi.org/10.1007/s10958-023-06509-8
Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities
Chaojun Li and Yan LiuThe Econometrics Journal 26 (1) 67 (2023)
https://doi.org/10.1093/ectj/utac022
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities
Demian Pouzo, Zacharias Psaradakis and Martin SolaEconometrica 90 (4) 1681 (2022)
https://doi.org/10.3982/ECTA17249
Markov switching quantile regression models with time-varying transition probabilities
Ye Tao and Juliang YinJournal of the Korean Statistical Society 51 (3) 803 (2022)
https://doi.org/10.1007/s42952-022-00162-8
Markov-switching state-space models with applications to neuroimaging
David Degras, Chee-Ming Ting and Hernando OmbaoComputational Statistics & Data Analysis 174 107525 (2022)
https://doi.org/10.1016/j.csda.2022.107525
Extreme Low Flow Estimation under Climate Change
Sylvie Parey and Joël GailhardAtmosphere 13 (2) 164 (2022)
https://doi.org/10.3390/atmos13020164
Maximum likelihood estimation in hidden Markov models with inhomogeneous noise
Manuel Diehn, Axel Munk and Daniel RudolfESAIM: Probability and Statistics 23 492 (2019)
https://doi.org/10.1051/ps/2018017
Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature
Valérie Monbet and Pierre AilliotComputational Statistics & Data Analysis 108 40 (2017)
https://doi.org/10.1016/j.csda.2016.10.023
Maximum Likelihood Estimation in Possibly Misspecified Dynamic Models with Time Inhomogeneous Markov Regimes
Demian Pouzo, Zacharias Psaradakis and Marttn SolaSSRN Electronic Journal (2016)
https://doi.org/10.2139/ssrn.2887771