Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145): Difference between revisions

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Latest revision as of 21:07, 9 December 2024

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Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
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    Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (English)
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    10 March 2017
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    heavy-tailed time series
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    TAR models
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    self-weighted LADE
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    Wald test and sign-based portmanteau test
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