Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891)
From MaRDI portal
scientific article; zbMATH DE number 6299002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model |
scientific article; zbMATH DE number 6299002 |
Statements
Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (English)
0 references
30 May 2014
0 references
adaptive estimation
0 references
local asymptotic normality property
0 references
periodic self-exciting
0 references
periodically correlated process
0 references
threshold autoregressive model
0 references
