Asymptotic inference in multiple-threshold double autoregressive models (Q888334)
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scientific article; zbMATH DE number 6502487
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| English | Asymptotic inference in multiple-threshold double autoregressive models |
scientific article; zbMATH DE number 6502487 |
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Asymptotic inference in multiple-threshold double autoregressive models (English)
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30 October 2015
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compound Poisson process
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ergodicity
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quasi-maximum likelihood estimation
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strict stationarity
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MTDAR model
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score test
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0.8400362133979797
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0.8161071538925171
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0.8077340722084045
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0.8025212287902832
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0.792027473449707
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