Asymptotic inference in multiple-threshold double autoregressive models
type: Item
instance of: scholarly article
title: Asymptotic inference in multiple-threshold double autoregressive models
zbMATH Open document ID: 1337.62272
author: Dong Li
author: Shiqing Ling
author: Jean-Michel Zakoïan
published in: Journal of Econometrics
publication date: 2015-10-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6502487
zbMATH Keywords: compound Poisson process
zbMATH Keywords: ergodicity
zbMATH Keywords: quasi-maximum likelihood estimation
zbMATH Keywords: strict stationarity
zbMATH Keywords: MTDAR model
zbMATH Keywords: score test
MaRDI profile type: Publication
full work available at URL: j.jeconom.2015.03.033
OpenAlex ID: W2157921929
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DOI: 10.1016/J.JECONOM.2015.03.033
description: scientific article; zbMATH DE number 6502487