On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models (Q6190782)
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scientific article; zbMATH DE number 7813840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models |
scientific article; zbMATH DE number 7813840 |
Statements
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models (English)
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6 March 2024
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compound Poisson process
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degeneracy of a spatial process
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multiple threshold variables
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TAR model
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weighted Nadaraya-Watson method
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