Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models

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Publication:5111785

DOI10.1111/JTSA.12492zbMATH Open1442.62107OpenAlexW2958558794WikidataQ127527943 ScholiaQ127527943MaRDI QIDQ5111785FDOQ5111785

Dong Li, Yaxing Yang

Publication date: 27 May 2020

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12492





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