ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL (Q3736760): Difference between revisions
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| Property / cites work: A multiple-threshold AR(1) model / rank | |||
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| Property / cites work: ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS / rank | |||
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| Property / cites work: On asymptotic distribution theory in segmented regression problems - identified case / rank | |||
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| Property / cites work: A threshold AR(1) model / rank | |||
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| Property / cites work: Threshold models in non-linear time series analysis / rank | |||
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Latest revision as of 16:09, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL |
scientific article |
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ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL (English)
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1986
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self exciting threshold autoregressive models
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ergodicity
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nonlinear time series
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consistency
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SETAR
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Ordinary least squares estimators
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