Ellott, Robert J Et al <br/><br/>
Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models 
 2008 

 -  2008 
 - 244-270  V.  11  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Generalized method of moments;Markov switching model;Moments based estimator;Parameter estimation;Regime switching;