ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL (Q3736760)
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scientific article; zbMATH DE number 3969948
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| English | ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL |
scientific article; zbMATH DE number 3969948 |
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ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL (English)
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1986
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self exciting threshold autoregressive models
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ergodicity
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nonlinear time series
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consistency
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SETAR
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Ordinary least squares estimators
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0.8700990080833435
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0.8648703694343567
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0.8574350476264954
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