Maximum likelihood estimation of a generalized threshold stochastic regression model
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Publication:3011163
DOI10.1093/biomet/asr008zbMath1215.62096MaRDI QIDQ3011163
Kung-Sik Chan, Noelle I. Samia
Publication date: 28 June 2011
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asr008
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62P12: Applications of statistics to environmental and related topics
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