Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models |
scientific article; zbMATH DE number 6693814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models |
scientific article; zbMATH DE number 6693814 |
Statements
Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (English)
0 references
10 March 2017
0 references
heavy-tailed time series
0 references
TAR models
0 references
self-weighted LADE
0 references
Wald test and sign-based portmanteau test
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
