Pages that link to "Item:Q1299006"
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The following pages link to On maximum likelihood estimators for a threshold autoregression (Q1299006):
Displayed 5 items.
- Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720) (← links)
- ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
- Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood (Q5305494) (← links)