Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation (Q2290398)
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scientific article; zbMATH DE number 7158300
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| English | Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation |
scientific article; zbMATH DE number 7158300 |
Statements
Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation (English)
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27 January 2020
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threshold autoregression model
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least squares estimate
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M-estimate
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asymptotic relative efficiency
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Tukey distribution
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0.8273305296897888
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0.8230715990066528
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0.8193680644035339
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0.8019267320632935
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