The limiting behavior of least absolute deviation estimators for threshold autoregressive models
type: Item
instance of: scholarly article
title: The limiting behavior of least absolute deviation estimators for threshold autoregressive models
zbMATH Open document ID: 1047.62082
author: Lihong Wang
author: Jinde Wang
published in: Journal of Multivariate Analysis
publication date: 2004-08-16T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 2091274
zbMATH Keywords: Asymptotic normality
zbMATH Keywords: Least absolute deviation estimation
zbMATH Keywords: Nonlinear time series
zbMATH Keywords: Strong consistency
zbMATH Keywords: Threshold autoregressive models
MaRDI profile type: Publication
full work available at URL: j.jmva.2004.02.006
OpenAlex ID: W1976861436
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DOI: 10.1016/J.JMVA.2004.02.006
description: scientific article; zbMATH DE number 2091274