Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimation in autoregressive models with Markov regime   In this paper we derive the consistency of the penalized likelihood method
for the number state of the hidden Markov chain in autoregressive models with
Markov regimen. Using a SAEM type algorithm to estimate the models parameters.
We test the null hypothesis of hidden Markov Model against an autoregressive
process with Markov regime.

33
The categories of this paper are: plasm-ph
35
The categories of this paper are: mtrl-th
0
The categories of this paper are: hep-ph
8
The categories of this paper are: hep-ex
32
The categories of this paper are: atom-ph
15
The categories of this paper are: nucl-ex
34
The categories of this paper are: chem-ph
6
The categories of this paper are: astro-ph
36
The categories of this paper are: cmp-lg
12
The categories of this paper are: nucl-th
11
The categories of this paper are: hep-lat
5
The categories of this paper are: gr-qc
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The categories of this paper are: dg-ga
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The categories of this paper are: math-ph
19
The categories of this paper are: eess
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The categories of this paper are: comp-gas