Estimation in threshold autoregressive models with correlated innovations
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Publication:380012
DOI10.1007/s10463-013-0402-4zbMath1273.62207arXiv1108.1536OpenAlexW3103850640MaRDI QIDQ380012
Publication date: 11 November 2013
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.1536
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Characterization and structure theory of statistical distributions (62E10)
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Cites Work
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