مرکز منطقه ای اطلاع رساني علوم و فناوري - Fixed size confidence regions for parameters of threshold AR(1) models

Title of article :

Fixed size confidence regions for parameters of threshold AR(1) models

Author/Authors :

T. N. Sriram، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

293

To page :

304

Keywords :

TAR models , Ergodicity , Fixed size conיdence ellipsoids , Stopping rule , Asymptotic consistency , Asymptotic e4ciency , Uniform integrability

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2001

Journal title :

Journal of Statistical Planning and Inference

Record number :

219220

Link To Document :