Limiting properties of the least squares estimator of a continuous threshold autoregressive model (Q4212773)
From MaRDI portal
scientific article; zbMATH DE number 1207191
Language | Label | Description | Also known as |
---|---|---|---|
English | Limiting properties of the least squares estimator of a continuous threshold autoregressive model |
scientific article; zbMATH DE number 1207191 |
Statements
Limiting properties of the least squares estimator of a continuous threshold autoregressive model (English)
0 references
13 June 2000
0 references
asymptotic normality
0 references
empirical process
0 references
ergodicity
0 references
non-differentiability
0 references