Deviation inequalities and moderate deviations for estimators of parameters in TAR models (Q1946946)
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scientific article; zbMATH DE number 6152699
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deviation inequalities and moderate deviations for estimators of parameters in TAR models |
scientific article; zbMATH DE number 6152699 |
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Deviation inequalities and moderate deviations for estimators of parameters in TAR models (English)
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10 April 2013
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threshold autoregressive model
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least square estimator
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moderate deviations
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logarithmic Sobolev inequality
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