Pages that link to "Item:Q1877005"
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The following pages link to The limiting behavior of least absolute deviation estimators for threshold autoregressive models (Q1877005):
Displaying 6 items.
- Penalized least absolute deviations estimation for nonlinear model with change-points (Q451506) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation (Q2290398) (← links)
- Asymptotic theory on the least squares estimation of threshold moving-average models (Q2845020) (← links)
- Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
- Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors (Q6170139) (← links)