A robust algorithm for parameter estimation in smooth transition autoregressive models
type: Item
instance of: scholarly article
title: A robust algorithm for parameter estimation in smooth transition autoregressive models
zbMATH Open document ID: 1181.62122
author: Stelios D. Bekiros
published in: Economics Letters
publication date: 2009-12-21T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5651053
zbMATH Keywords: STAR models
zbMATH Keywords: gradient descent
zbMATH Keywords: singular value decomposition
zbMATH Keywords: heteroscedastic noise
describes a project that uses: FinTS
MaRDI profile type: Publication
full work available at URL: j.econlet.2009.01.020
OpenAlex ID: W2033424902
cites work: Q4040937
cites work: Q3359644
cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
cites work: Inference in TAR Models
cites work: STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
cites work: Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
cites work: Q3928091
cites work: Analysis of Financial Time Series
cites work: SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
cites work: Nonlinear Regression with Dependent Observations
DOI: 10.1016/J.ECONLET.2009.01.020
description: scientific article; zbMATH DE number 5651053