On the least squares estimation of multiple-regime threshold autoregressive models (Q738149)
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scientific article; zbMATH DE number 6617059
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| English | On the least squares estimation of multiple-regime threshold autoregressive models |
scientific article; zbMATH DE number 6617059 |
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On the least squares estimation of multiple-regime threshold autoregressive models (English)
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15 August 2016
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asymptotic distribution
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compound Poisson process
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least squares estimation
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multiple-regime TAR model
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0.9482013
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0.93424994
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0.9329204
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0.92964417
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