Asymptotic theory on the least squares estimation of threshold moving-average models (Q2845020)

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scientific article; zbMATH DE number 6200378
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Asymptotic theory on the least squares estimation of threshold moving-average models
scientific article; zbMATH DE number 6200378

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    22 August 2013
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    asymptotic theory
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    least squares estimation
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    threshold moving average model
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    Poisson process
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    resampling method
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    simulation studies
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    Asymptotic theory on the least squares estimation of threshold moving-average models (English)
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