A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A robust algorithm for parameter estimation in smooth transition autoregressive models |
scientific article; zbMATH DE number 5651053
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust algorithm for parameter estimation in smooth transition autoregressive models |
scientific article; zbMATH DE number 5651053 |
Statements
A robust algorithm for parameter estimation in smooth transition autoregressive models (English)
0 references
21 December 2009
0 references
STAR models
0 references
gradient descent
0 references
singular value decomposition
0 references
heteroscedastic noise
0 references
0 references
