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0807.2726
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Penalized estimate of the number of states in Gaussian linear AR with Markov regime
17 July 2008
Ricardo Ríos
L. Rodríguez
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Papers citing
"Penalized estimate of the number of states in Gaussian linear AR with Markov regime"
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Title
A Robbins Monro algorithm for nonparametric estimation of NAR process with Markov-Switching: consistency
L. Fermín
Ricardo Ríos
Luis Angel Rodriguez
66
3
0
14 Jul 2014
1
