On nonlinear TAR processes and threshold estimation (Q893070)
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scientific article; zbMATH DE number 6508181
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| English | On nonlinear TAR processes and threshold estimation |
scientific article; zbMATH DE number 6508181 |
Statements
On nonlinear TAR processes and threshold estimation (English)
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13 November 2015
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Bayes estimator
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compound Poisson process
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likelihood inference
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limit distribution
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nonlinear threshold models
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singular estimation
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0.8606566786766052
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0.8439849615097046
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0.8439849615097046
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0.8231683373451233
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0.822139322757721
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