Deviation inequalities and moderate deviations for estimators of parameters in TAR models
type: Item
instance of: scholarly article
title: Deviation inequalities and moderate deviations for estimators of parameters in TAR models
zbMATH Open document ID: 1397.60049
author: Jun Fan
author: Fuqing Gao
published in: Frontiers of Mathematics in China
publication date: 2013-04-10T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6152699
zbMATH Keywords: threshold autoregressive model
zbMATH Keywords: least square estimator
zbMATH Keywords: moderate deviations
zbMATH Keywords: logarithmic Sobolev inequality
MaRDI profile type: Publication
full work available at URL: s11464-011-0118-9
OpenAlex ID: W2059259966
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DOI: 10.1007/S11464-011-0118-9
description: scientific article; zbMATH DE number 6152699