Subsampling inference in threshold autoregressive models (Q262833): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(5 intermediate revisions by 5 users not shown) | |||
Property / author | |||
Property / author: M. Dambrine / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62D05 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M02 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6561260 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
confidence intervals | |||
Property / zbMATH Keywords: confidence intervals / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
continuity | |||
Property / zbMATH Keywords: continuity / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
regime shifts | |||
Property / zbMATH Keywords: regime shifts / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
subsampling | |||
Property / zbMATH Keywords: subsampling / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
threshold autoregressive models | |||
Property / zbMATH Keywords: threshold autoregressive models / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q60962278 / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2111007689 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Limiting properties of the least squares estimator of a continuous threshold autoregressive model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Mixing: Properties and examples / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Sample Splitting and Threshold Estimation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Large sample confidence regions based on subsamples under minimal assumptions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Subsampling / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3999154 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 17:20, 11 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Subsampling inference in threshold autoregressive models |
scientific article |
Statements
Subsampling inference in threshold autoregressive models (English)
0 references
30 March 2016
0 references
confidence intervals
0 references
continuity
0 references
regime shifts
0 references
subsampling
0 references
threshold autoregressive models
0 references
0 references
0 references