Inference for heavy-tailed and multiple-threshold double autoregressive models
Year of publication: |
April 2017
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Authors: | Yang, Yaxing ; Ling, Shiqing |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 2, p. 318-333
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Subject: | Asymptotic normality | Compound Poisson process | MTDAR models | QMELE | Strong consistency | TAR model | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Stochastischer Prozess | Stochastic process |
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