ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL
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Publication:3736760
DOI10.1111/j.1467-9892.1986.tb00494.xzbMath0601.62110MaRDI QIDQ3736760
Publication date: 1986
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00494.x
consistency; ergodicity; nonlinear time series; SETAR; Ordinary least squares estimators; self exciting threshold autoregressive models
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work