ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020): Difference between revisions

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+Sample Splitting and Threshold Estimation
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+Threshold effects in non-dynamic panels: Estimation, testing, and inference
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+On threshold moving-average models
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+THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS<sup>1</sup>
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+Threshold models in time series analysis -- 30 years on
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+Limiting properties of the least squares estimator of a continuous threshold autoregressive model
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+A continuous mapping theorem for the smallest argmax functional
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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+On maximum likelihood estimators for a threshold autoregression
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+ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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+ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL
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+Q4269108
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+Ergodicity and invertibility of threshold moving-average models
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+Testing for a linear MA model against threshold MA models
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+Model Selection in Threshold Models
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+https://doi.org/10.1017/s026646661200045x
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+W1973210924
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