Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641)
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scientific article; zbMATH DE number 6375795
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| English | Weak convergence of the sequential empirical processes of residuals in TAR models |
scientific article; zbMATH DE number 6375795 |
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Weak convergence of the sequential empirical processes of residuals in TAR models (English)
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2 December 2014
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Kiefer process
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sequential empirical process
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threshold autoregressive model
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weak convergence
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0.8819519877433777
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0.880149781703949
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0.8801497220993042
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0.8038838505744934
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