Clipped AR(p) with unknown threshold

DOI10.1080/03610926.2019.1614192OpenAlexW2945939816MaRDI QIDQ5078013

Samuel Flimmel

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1614192

zbMATH Keywords

parameters estimationunknown thresholdclipped AR(p)

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

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Cites Work

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• Estimation for binary models generated by Gaussian autoregressive processes
• Estimation of Parameters of a Clipped MA(1) Process
• Tables for Computing Bivariate Normal Probabilities
• Estimation of the Parameters in Stationary Autoregressive Processes after Hard Limiting
• Numerical Optimization

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