Asymptotic inference in multiple-threshold double autoregressive models (Q888334): Difference between revisions

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+Jean-Michel Zakoian
@@ Property / author: Jean-Michel Zakoian / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2015.03.033
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@@ Property / OpenAlex ID @@
+W2157921929
@@ Property / OpenAlex ID: W2157921929 / rank @@
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@@ Property / cites work @@
+Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
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+Testing for threshold autoregression
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+Q4272484
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+ARMA MODELS WITH ARCH ERRORS
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+Threshold heteroskedastic models
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+A class of threshold autoregressive conditional heteroscedastic models
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