Estimation of a multiple-threshold \(AR(p)\) model (Q713826)
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scientific article; zbMATH DE number 6095825
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| English | Estimation of a multiple-threshold \(AR(p)\) model |
scientific article; zbMATH DE number 6095825 |
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Estimation of a multiple-threshold \(AR(p)\) model (English)
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19 October 2012
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self-exciting threshold autoregressive model
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stationarity
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minimum Hellinger distance estimation
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consistency
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asymptotic normality
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0.8572514057159424
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0.8287983536720276
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