The limiting behavior of least absolute deviation estimators for threshold autoregressive models (Q1877005)
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scientific article; zbMATH DE number 2091274
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| English | The limiting behavior of least absolute deviation estimators for threshold autoregressive models |
scientific article; zbMATH DE number 2091274 |
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The limiting behavior of least absolute deviation estimators for threshold autoregressive models (English)
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16 August 2004
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Asymptotic normality
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Least absolute deviation estimation
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Nonlinear time series
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Strong consistency
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Threshold autoregressive models
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0.8689344525337219
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0.8368496894836426
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0.8279106020927429
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0.8268151879310608
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0.8261165618896484
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