Loading...
Please wait, while we are loading the content...
Similar Documents
Some theoretical results on Markov-switching autoregressive models with gamma innovations
| Content Provider | Semantic Scholar |
|---|---|
| Author | Ailliot, Pierre |
| Copyright Year | 2006 |
| Abstract | In this Note, we give some theoretical results for an original Markov-switching autoregressive model with gamma innovations which has been introduced to describe wind time series. We provide explicit conditions that imply the stability of this model and the consistency of the maximum likelihood estimator. To cite this article: P. Ailliot, C. R. Acad. Sci. Paris, Ser. I 343 (2006). |
| Starting Page | 271 |
| Ending Page | 274 |
| Page Count | 4 |
| File Format | PDF HTM / HTML |
| DOI | 10.1016/j.crma.2006.05.018 |
| Volume Number | 343 |
| Alternate Webpage(s) | http://pagesperso.univ-brest.fr/~ailliot/doc/CRAS.pdf |
| Alternate Webpage(s) | https://doi.org/10.1016/j.crma.2006.05.018 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
