ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (Q3729867)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS |
scientific article |
Statements
ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (English)
0 references
1986
0 references
consistency
0 references
normality
0 references
non-linear time series
0 references
threshold parameter
0 references
change point
0 references
threshold autoregressive model
0 references
smoothness
0 references
conditional least-squares estimate
0 references
