Strong consistency of conditional least squares estimators in multiple regime threshold autoregressive models
| Year of publication: |
1999
|
|---|---|
| Authors: | Schoier, Gabriella |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 8.1999, 1, p. 75-82
|
| Publisher: |
Springer |
| Subject: | Martingale difference sequence | martingale transform | strong consistency | threshold autoregressive models |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008497242