Strong consistency of conditional least squares estimators in multiple regime threshold autoregressive models (Q5123765): Difference between revisions
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Latest revision as of 18:53, 5 March 2024
scientific article; zbMATH DE number 7253121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency of conditional least squares estimators in multiple regime threshold autoregressive models |
scientific article; zbMATH DE number 7253121 |
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Strong consistency of conditional least squares estimators in multiple regime threshold autoregressive models (English)
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29 September 2020
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martingale difference sequence
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martingale transform
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strong consistency
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threshold autoregressive models
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