Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961)
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scientific article; zbMATH DE number 7545855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation and application of subsampling for threshold autoregressive moving-average models |
scientific article; zbMATH DE number 7545855 |
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Simulation and application of subsampling for threshold autoregressive moving-average models (English)
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21 June 2022
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confidence intervals
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least squares estimation
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subsampling
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TARMA model
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