Sur les séries chronologiques à changements de régimes markoviens
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Ensuite, nous présentons l'estimation des paramètres du modèle en utilisant la méthode du maximum de vraisemblance directement et via l'algorithme EM. En outre, les propriétés statistiques des estimateurs ainsi que l'évaluation des performances de ces estimateurs ont été établies.
Enfin, une application de ce modèle sur des données réelles est effectuée. .
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£27.18
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