Fixed accuracy estimation of parameters in a threshold autoregressive model (Q2086279)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed accuracy estimation of parameters in a threshold autoregressive model |
scientific article |
Statements
Fixed accuracy estimation of parameters in a threshold autoregressive model (English)
0 references
25 October 2022
0 references
TAR process
0 references
sequential estimates
0 references
fixed-size confidence ellipsoid
0 references
