scientific article; zbMATH DE number 5174068

zbMATH Open1114.62088MaRDI QIDQ5294315

Ouagnina Hili

Publication date: 24 July 2007

Title of this publication is not available (Why is that?)

zbMATH Keywords

consistencyasymptotic normalitystationarityself-exciting threshold autoregressive modelmoments, minimum Hellinger distance estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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