Pages that link to "Item:Q3736760"

The following pages link to ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL (Q3736760):

Displaying 17 items.

• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720) (← links)
• On maximum likelihood estimators for a threshold autoregression (Q1299006) (← links)
• Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
• Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
• The limiting behavior of least absolute deviation estimators for threshold autoregressive models (Q1877005) (← links)
• Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model (Q2366755) (← links)
• Generating prediction bands for path forecasts from SETAR models (Q2691726) (← links)
• Times series models with thresholds (Q2750779) (← links)
• Asymptotic theory on the least squares estimation of threshold moving-average models (Q2845020) (← links)
• \(M\)-estimates of SETAR model parameters (Q4452813) (← links)
• (Q4839937) (← links)
• On a continuous time stock price model with regime switching, delay, and threshold (Q5245906) (← links)
• Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications (Q6126013) (← links)
• Weak convergence for weighted sums of a class of random variables with related statistical applications (Q6132709) (← links)
• Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations (Q6596380) (← links)
• The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications (Q6648831) (← links)