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Q4839937 - MaRDI portal

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scientific article; zbMATH DE number 775742
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scientific article; zbMATH DE number 775742

    Statements

    publication date
    14 August 1995
    0 references
    zbMATH Keywords
    martingale
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    nonlinear unit root
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    stationarity
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    strong consistency
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    least squares estimator
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    non-ergodic
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    first order
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    self-exiciting
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    threshold autoregressive model
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    Identifiers

    zbMATH DE Number
    775742
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