On parameter estimation of threshold autoregressive models (Q411543): Difference between revisions

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-Yury A. Kutoyants
@@ Property / author: Yury A. Kutoyants / rank @@
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+MaRDI publication profile
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+W2014601225
@@ Property / OpenAlex ID: W2014601225 / rank @@
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+.3800
@@ Property / arXiv ID: 1003.3800 / rank @@
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@@ Property / cites work @@
+Q5293980
@@ Property / cites work: Q5293980 / rank @@
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@@ Property / cites work @@
+On continuous-time threshold ARMA processes
@@ Property / cites work: On continuous-time threshold ARMA processes / rank @@
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@@ Property / cites work @@
+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL
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+On the ergodicity of \(TAR(1)\) processes
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+A new covariance inequality and applications.
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+Nonlinear time series. Nonparametric and parametric methods
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+BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
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+Inference in TAR Models
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+Sample Splitting and Threshold Estimation
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+Statistical inference for ergodic diffusion processes.
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+Preface: Special issue in honor of Dr. Hirotugu Akaike
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+Continuous-time threshold AR(1) processes
@@ Property / cites work: Continuous-time threshold AR(1) processes / rank @@
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+Non-regular estimation theory for piecewise continuous spectral densities
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+Q3999154
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