Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891)
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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 |
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Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (English)
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30 May 2014
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adaptive estimation
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local asymptotic normality property
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periodic self-exciting
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periodically correlated process
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threshold autoregressive model
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