On maximum likelihood estimators for a threshold autoregression
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Publication:1299006
DOI10.1016/S0378-3758(98)00113-XzbMath0953.62098MaRDI QIDQ1299006
Publication date: 29 January 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G05: Nonparametric estimation
62F10: Point estimation
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Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood, Testing for a linear MA model against threshold MA models, A note on the consistency of a robust estimator for threshold autoregressive processes
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