A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720): Difference between revisions

@@ Property / cites work @@
+General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
+Normal rank
@@ Property / cites work @@
+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
+Normal rank
@@ Property / cites work @@
+Robust Estimation of the First-Order Autoregressive Parameter
+Normal rank
@@ Property / cites work @@
+A practical method for outlier detection in autoregressive time series modelling
+Normal rank
@@ Property / cites work @@
+Small sample properties of the conditional least squares estimator in SETAR models
+Normal rank
@@ Property / cites work @@
+Asymptotics of M-estimators in two-phase linear regression models.
+Normal rank
@@ Property / cites work @@
+A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series
+Normal rank
@@ Property / cites work @@
+On maximum likelihood estimators for a threshold autoregression
+Normal rank
@@ Property / cites work @@
+Q5638112
@@ Property / cites work: Q5638112 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing under threshold autoregressive models by threshold Esscher transform
+Normal rank
@@ Property / cites work @@
+Threshold models in non-linear time series analysis
+Normal rank