Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785)
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scientific article; zbMATH DE number 7205087
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| English | Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models |
scientific article; zbMATH DE number 7205087 |
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Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (English)
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27 May 2020
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asymptotic normality
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strong consistency
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threshold autoregressive model
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self-weighted LADE
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