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Q5434015 - MaRDI portal

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scientific article; zbMATH DE number 5224886
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English
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scientific article; zbMATH DE number 5224886

    Statements

    author
    Ming-Chung Li
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    Kung-Sik Chan
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    publication date
    9 January 2008
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    zbMATH Keywords
    common dynamic structure
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    consistency
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    maximum likelihood estimation
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    nonlinear principal components
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    threshold autoregressive model
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    weighted least squares
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62H25
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    62H12
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    62P12
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    62F12
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    zbMATH DE Number
    5224886
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