مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimation of a multiple-threshold AR(p) model

Title of article :

Estimation of a multiple-threshold AR(p) model

Author/Authors :

Ouagnina Hili، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2016

Pages :

From page :

177

To page :

186

Keywords :

Self-Exciting Threshold AutoRegressive Model , Stationarity , Minimum Hellinger distance estimation , Consistency , Asymptotic normality

Journal title :

Statistical Methodology

Serial Year :

2016

Journal title :

Statistical Methodology

Record number :

293033

Link To Document :