Asymptotic inference in multiple-threshold double autoregressive models (Q888334)
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: Asymptotic inference in multiple-threshold double autoregressive models |
scientific article; zbMATH DE number 6502487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference in multiple-threshold double autoregressive models |
scientific article; zbMATH DE number 6502487 |
Statements
Asymptotic inference in multiple-threshold double autoregressive models (English)
0 references
30 October 2015
0 references
compound Poisson process
0 references
ergodicity
0 references
quasi-maximum likelihood estimation
0 references
strict stationarity
0 references
MTDAR model
0 references
score test
0 references
0 references
0 references
0 references
0 references
