Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models |
scientific article |
Statements
Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (English)
0 references
10 March 2017
0 references
heavy-tailed time series
0 references
TAR models
0 references
self-weighted LADE
0 references
Wald test and sign-based portmanteau test
0 references
