Fixed accuracy estimation of parameters in a threshold autoregressive model (Q2086279): Difference between revisions

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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+Estimation in threshold autoregressive models with correlated innovations
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+Q3966878
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+Geometric ergodicity for classes of homogeneous Markov chains
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+Estimation in threshold autoregressive models with a stationary and a unit root regime
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+Fixed accuracy estimation of an autoregressive parameter
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+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
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+Sequential point estimation of parameters in a threshold AR(1) model
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+On the least squares estimation of multiple-regime threshold autoregressive models
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+Asymptotic Properties of Sequential Design for Estimating the Parameter of a First-Order Autoregression
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+A threshold AR(1) model
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+Q4839937
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+Q4223074
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+Editor's Special Invited Paper: Sequential Estimation for Time Series Models
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+Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks
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