scientific article; zbMATH DE number 613169

MaRDI QIDQ4300328zbMATH OpenFDO

Authors Jixian Deng, Xin-Yuan Song

Publication date 25 October 1994

zbMATH Keywords

delay parametersstrong consistencystrong convergence rateTAR modelsthreshold autoregressive models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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