Fixed size confidence regions for parameters of threshold AR(1) models (Q5945260)
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scientific article; zbMATH DE number 1656378
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| English | Fixed size confidence regions for parameters of threshold AR(1) models |
scientific article; zbMATH DE number 1656378 |
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Fixed size confidence regions for parameters of threshold AR(1) models (English)
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10 October 2001
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TAR models
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ergodicity
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fixed size confidence ellipsoids
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stopping rules
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asymptotic consistency
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asymptotic efficiency
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uniform integrability
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0.8750760555267334
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0.8059321641921997
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0.8023372888565063
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