Asymptotic theory on the least squares estimation of threshold moving-average models
Year of publication: |
2013
|
---|---|
Authors: | Li, Dong ; Ling, Shiqing ; Li, Wai Keung |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 3, p. 482-516
|
Subject: | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
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