On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models (Q6190782): Difference between revisions

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Latest revision as of 15:53, 27 August 2024

scientific article; zbMATH DE number 7813840
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English
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models
scientific article; zbMATH DE number 7813840

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    On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models (English)
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    6 March 2024
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    compound Poisson process
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    degeneracy of a spatial process
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    multiple threshold variables
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    TAR model
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    weighted Nadaraya-Watson method
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