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
10
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