scientific article; zbMATH DE number 2049004

zbMATH Open1033.62089MaRDI QIDQ4452813FDOQ4452813

Authors: Dragan Đorić 

Publication date: 2 March 2004

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

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zbMATH Keywords

strong consistencyautoregressive treshold model

Mathematics Subject Classification ID

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

Cited In (1)

• ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL

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