Statistical Inference for Structurally Changed Threshold Autoregressive Models (Q5243737)
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scientific article; zbMATH DE number 7132547
Language | Label | Description | Also known as |
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English | Statistical Inference for Structurally Changed Threshold Autoregressive Models |
scientific article; zbMATH DE number 7132547 |
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Statistical Inference for Structurally Changed Threshold Autoregressive Models (English)
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19 November 2019
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Brownian motion
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change-point
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compound Poisson process
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least squares estimation
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threshold
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