Publication:4005140
From MaRDI portal
zbMath0745.62085MaRDI QIDQ4005140
Publication date: 27 September 1992
asymptotic normality; ergodicity; stationary; least squares estimator; strong consistency; threshold autoregressive models
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items