Asymptotic inference in multiple-threshold nonlinear time series models
Year of publication: |
2013
|
---|---|
Authors: | Li, Dong ; Ling, Shiqing ; Zakoïan, Jean-Michel |
Publisher: |
[S.l.] : CREST |
Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
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