ROBUST ESTIMATION AND HYPOTHESIS TESTS FOR FIRST-ORDER THRESHOLD AUTOREGRESSIVE MODELS (Q4014606)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ROBUST ESTIMATION AND HYPOTHESIS TESTS FOR FIRST-ORDER THRESHOLD AUTOREGRESSIVE MODELS |
scientific article |
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ROBUST ESTIMATION AND HYPOTHESIS TESTS FOR FIRST-ORDER THRESHOLD AUTOREGRESSIVE MODELS (English)
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12 October 1992
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robust estimation
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M-estimation
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Wald statistics
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nonlinear models
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TAR (1) model
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limiting distributions
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first-order threshold autoregressive model
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threshold parameters
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asymptotic normality
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score test statistics
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