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scientific article; zbMATH DE number 444674
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| English | No label defined |
scientific article; zbMATH DE number 444674 |
Statements
2 January 1994
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ergodicity
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invariant measures
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TAR models
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threshold
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autoregressive models
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stationarity
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continuity
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differentiability
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Lagrange multiplier tests
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simulations
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0.8588355779647827
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0.8255458474159241
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0.8204529285430908
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0.8105939030647278
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