A threshold AR(1) model (Q3327559): 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 10:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A threshold AR(1) model |
scientific article |
Statements
A threshold AR(1) model (English)
0 references
1984
0 references
non-linear time series
0 references
TAR models
0 references
autoregressive models
0 references
Markov chains
0 references
stationary distribution
0 references
ergodic process
0 references
least squares estimators
0 references
small-sample results
0 references
