Robust estimation for threshold autoregressive moving-average models
Greta Goracci, Davide Ferrari, Simone Giannerini, and Francesco Ravazzolo
| Year of publication: |
2025
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|---|---|
| Authors: | Goracci, Greta ; Ferrari, Davide ; Giannerini, Simone ; Ravazzolo, Francesco |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 43.2025, 3, p. 579-591
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| Subject: | Commodity prices | Nonlinear time series | Outliers | Robust estimation | Threshold autoregressive moving-average models | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Nichtlineare Regression | Nonlinear regression | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2024.2412011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534295