Clipped AR(p) with unknown threshold

DOI10.1080/03610926.2019.1614192MaRDI QIDQ5078013zbMATH OpenOpenAlexFDO

Authors Samuel Flimmel

Publication date 20 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1614192

zbMATH Keywords

clipped AR(p)parameters estimationunknown threshold

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Estimation for binary models generated by Gaussian autoregressive processes
• Estimation of parameters of a clipped MA(1) process
• Estimation of the Parameters in Stationary Autoregressive Processes after Hard Limiting
• scientific article; zbMATH DE number 3660674 (Why is no real title available?)
• Numerical Optimization
• Tables for Computing Bivariate Normal Probabilities

Describes a project that uses

Uses Software

• R

This page was built for publication: Clipped AR(p) with unknown threshold

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5078013)