On parameter estimation of threshold autoregressive models (Q411543)
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scientific article; zbMATH DE number 6022128
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| default for all languages | No label defined |
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| English | On parameter estimation of threshold autoregressive models |
scientific article; zbMATH DE number 6022128 |
Statements
On parameter estimation of threshold autoregressive models (English)
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4 April 2012
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Bayesian estimator
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continuous-time diffusion
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compound Poisson process
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limit distribution
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limit likelihood ratio
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nonlinear threshold models
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0.8661484122276306
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0.8616899847984314
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0.8606566786766052
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