Pages that link to "Item:Q1009720"
From MaRDI portal
The following pages link to A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720):
Displaying 5 items.
- Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation (Q2290398) (← links)
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model (Q2366755) (← links)
- ROBUST ESTIMATION AND HYPOTHESIS TESTS FOR FIRST-ORDER THRESHOLD AUTOREGRESSIVE MODELS (Q4014606) (← links)
- (Q4839937) (← links)
- Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study (Q5877575) (← links)