Adaptive parameter estimation in self-exciting threshold autoregressive models (Q4232099)
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scientific article; zbMATH DE number 1262052
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| English | Adaptive parameter estimation in self-exciting threshold autoregressive models |
scientific article; zbMATH DE number 1262052 |
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Adaptive parameter estimation in self-exciting threshold autoregressive models (English)
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17 August 1999
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nonlinear time series
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recursive estimation
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almost sure convergence
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0.9026679396629332
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0.8188296556472778
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0.8127127289772034
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0.8094594478607178
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0.8034283518791199
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