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On parameter estimation of threshold autoregressive models
Chan, Ngai; Kutoyants, Yury - In: Statistical Inference for Stochastic Processes 15 (2012) 1, pp. 81-104
Persistent link: https://www.econbiz.de/10010539196
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On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
Dachian, Sergueï; Negri, Ilia - In: Statistical Inference for Stochastic Processes 14 (2011) 3, pp. 255-271
Persistent link: https://www.econbiz.de/10009325266