ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL (Q3736760): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.1986.tb00494.x
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+W2091387905
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@@ Property / cites work @@
+A multiple-threshold AR(1) model
@@ Property / cites work: A multiple-threshold AR(1) model / rank @@
+Normal rank
@@ Property / cites work @@
+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
@@ Property / cites work: ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS / rank @@
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+On asymptotic distribution theory in segmented regression problems - identified case
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+A threshold AR(1) model
@@ Property / cites work: A threshold AR(1) model / rank @@
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@@ Property / cites work @@
+Threshold models in non-linear time series analysis
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