مرکز منطقه ای اطلاع رساني علوم و فناوري - On maximum likelihood estimators for a threshold autoregression

Title of article :

On maximum likelihood estimators for a threshold autoregression

Author/Authors :

Lianfen Qian، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

To page :

Keywords :

Threshold estimator , Coe cient parameter estimator , n-Consistency , Asymptoticnormality and compound Poisson process

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

1998

Journal title :

Journal of Statistical Planning and Inference

Record number :

218664

Link To Document :