Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models |
scientific article |
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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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