A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720): Difference between revisions

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-.1016/j.spl.2008.10.036
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+General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
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+Q5638112
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+Option pricing under threshold autoregressive models by threshold Esscher transform
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+Threshold models in non-linear time series analysis
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+.1016/J.SPL.2008.10.036
@@ Property / DOI: 10.1016/J.SPL.2008.10.036 / rank @@
+Normal rank