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scientific article; zbMATH DE number 613169 - MaRDI portal

scientific article; zbMATH DE number 613169

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Publication:4300328

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zbMath0797.62077MaRDI QIDQ4300328

Jixian Deng, Xin-Yuan Song

Publication date: 25 October 1994

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

zbMATH Keywords

strong consistency TAR models threshold autoregressive models strong convergence rate delay parameters

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Statistical Inference for Structurally Changed Threshold Autoregressive Models

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