Adaptive parameter estimation in self-exciting threshold autoregressive models (Q4232099)
From MaRDI portal
scientific article; zbMATH DE number 1262052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive parameter estimation in self-exciting threshold autoregressive models |
scientific article; zbMATH DE number 1262052 |
Statements
Adaptive parameter estimation in self-exciting threshold autoregressive models (English)
0 references
17 August 1999
0 references
nonlinear time series
0 references
recursive estimation
0 references
almost sure convergence
0 references
0 references
0 references
