A threshold AR(1) model (Q3327559): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2127476632 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 00:05, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A threshold AR(1) model |
scientific article |
Statements
A threshold AR(1) model (English)
0 references
1984
0 references
non-linear time series
0 references
TAR models
0 references
autoregressive models
0 references
Markov chains
0 references
stationary distribution
0 references
ergodic process
0 references
least squares estimators
0 references
small-sample results
0 references
