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zbMath0596.62084MaRDI QIDQ3729866

Jixian Deng, Wenning Fan

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

TAR asymptotic normality strong consistency Markov properties least squares estimates threshold autoregressive

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

The limiting behavior of least absolute deviation estimators for threshold autoregressive models

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