Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F03 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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| Property / zbMATH DE Number: 6693814 / rank | |||
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heavy-tailed time series | |||
| Property / zbMATH Keywords: heavy-tailed time series / rank | |||
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TAR models | |||
| Property / zbMATH Keywords: TAR models / rank | |||
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self-weighted LADE | |||
| Property / zbMATH Keywords: self-weighted LADE / rank | |||
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Wald test and sign-based portmanteau test | |||
| Property / zbMATH Keywords: Wald test and sign-based portmanteau test / rank | |||
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Revision as of 03:55, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models |
scientific article |
Statements
Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (English)
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10 March 2017
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heavy-tailed time series
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TAR models
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self-weighted LADE
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Wald test and sign-based portmanteau test
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