Subsampling inference in threshold autoregressive models (Q262833): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
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 / namelinks / 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
    0 references
    0 references
    30 March 2016
    0 references
    0 references
    0 references
    0 references
    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