Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052)
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scientific article; zbMATH DE number 7175870
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| English | Quasi-likelihood estimation of structure-changed threshold double autoregressive models |
scientific article; zbMATH DE number 7175870 |
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Quasi-likelihood estimation of structure-changed threshold double autoregressive models (English)
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28 February 2020
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TAR
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change-point
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compound Poisson process
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quasi-maximum likelihood estimator (QMLE)
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0.8400362133979797
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0.8132455945014954
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0.8100423216819763
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0.798822820186615
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