Limiting properties of the least squares estimator of a continuous threshold autoregressive model (Q4212773)
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scientific article; zbMATH DE number 1207191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting properties of the least squares estimator of a continuous threshold autoregressive model |
scientific article; zbMATH DE number 1207191 |
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Limiting properties of the least squares estimator of a continuous threshold autoregressive model (English)
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13 June 2000
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asymptotic normality
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empirical process
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ergodicity
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non-differentiability
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