Limiting properties of the least squares estimator of a continuous threshold autoregressive model
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Publication:4212773
DOI10.1093/biomet/85.2.413zbMath0938.62089OpenAlexW1992667903MaRDI QIDQ4212773
Publication date: 13 June 2000
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/85.2.413
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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