Asymptotic inference in multiple-threshold double autoregressive models
Dong Li, Shiqing Ling, Jean-Michel Zakoïan
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Li, Dong ; Ling, Shiqing ; Zakoïan, Jean-Michel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 2, p. 415-427
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| Subject: | Compound Poisson process | Ergodicity | Quasi-maximum likelihood estimation | Strict stationarity | MTDAR model | Score test | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.03.033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011504598