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20062025
most citedOn implicit and explicit discretization schemes for parabolic SPDEs in any dimension

43 citations

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stat.ME2008

Estimation of linear autoregressive models with Markov-switching, the E.M. algorithm revisited

Joseph Rynkiewicz

This work concerns estimation of linear autoregressive models with Markov-switching using expectation maximisation (E.M.) algorithm. Our method generalise the method introduced by…