Estimation of a multiple-threshold \(AR(p)\) model (Q713826): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:58, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a multiple-threshold \(AR(p)\) model |
scientific article |
Statements
Estimation of a multiple-threshold \(AR(p)\) model (English)
0 references
19 October 2012
0 references
self-exciting threshold autoregressive model
0 references
stationarity
0 references
minimum Hellinger distance estimation
0 references
consistency
0 references
asymptotic normality
0 references
