In this work we consider multivariate autoregressions subject to Markovian changes in regime. Estimation methods and filtering techniques for such processes are well established in the literature as ...

This is a preview. Log in through your library . Abstract We focus on a class of non-standard problems involving non-parametric estimation of a monotone function that is characterized by n1/3 rate of ...

Successful completion of this course demonstrate your achievement of the following learning outcomes for the MS-DS program: Define a composite hypothesis and the level of significance for a test with ...