scientific article; zbMATH DE number 2049004

MaRDI QIDQ4452813zbMATH OpenFDO

Authors Dragan Đorić

Publication date 2 March 2004

Full work available at URL https://eudml.org/doc/123365

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zbMATH Keywords

autoregressive treshold modelstrong consistency

Mathematics Subject Classification ID

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

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• On maximum likelihood estimators for a threshold autoregression
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