Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641): Difference between revisions
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Property / Mathematics Subject Classification ID: 62G30 / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / zbMATH DE Number: 6375795 / rank | |||
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Kiefer process | |||
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sequential empirical process | |||
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threshold autoregressive model | |||
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weak convergence | |||
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Revision as of 18:07, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Weak convergence of the sequential empirical processes of residuals in TAR models |
scientific article |
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Weak convergence of the sequential empirical processes of residuals in TAR models (English)
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2 December 2014
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Kiefer process
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sequential empirical process
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threshold autoregressive model
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weak convergence
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