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

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00494.x / rank
 
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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

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ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL
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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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