ROBUST ESTIMATION AND HYPOTHESIS TESTS FOR FIRST-ORDER THRESHOLD AUTOREGRESSIVE MODELS (Q4014606)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: ROBUST ESTIMATION AND HYPOTHESIS TESTS FOR FIRST-ORDER THRESHOLD AUTOREGRESSIVE MODELS |
scientific article; zbMATH DE number 68796
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | ROBUST ESTIMATION AND HYPOTHESIS TESTS FOR FIRST-ORDER THRESHOLD AUTOREGRESSIVE MODELS |
scientific article; zbMATH DE number 68796 |
Statements
ROBUST ESTIMATION AND HYPOTHESIS TESTS FOR FIRST-ORDER THRESHOLD AUTOREGRESSIVE MODELS (English)
0 references
12 October 1992
0 references
robust estimation
0 references
M-estimation
0 references
Wald statistics
0 references
nonlinear models
0 references
TAR (1) model
0 references
limiting distributions
0 references
first-order threshold autoregressive model
0 references
threshold parameters
0 references
asymptotic normality
0 references
score test statistics
0 references
0.8264216184616089
0 references
0.8234788179397583
0 references
0.8151638507843018
0 references
0.8118218779563904
0 references
0.8076352477073669
0 references
