On the least squares estimation of multiple-threshold-variable autoregressive models
Xinyu Zhang, Dong Li, and Howell Tong
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Xinyu ; Li, Dong ; Tong, Howell |
| Subject: | Compound Poisson process | Degeneracy of a spatial process | Multiple threshold variables | TAR model | Weighted Nadaraya-Watson method | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Kleinste-Quadrate-Methode | Least squares method |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2174124 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014449891