On parameter estimation of threshold autoregressive models
| Year of publication: |
2012
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|---|---|
| Authors: | Chan, Ngai ; Kutoyants, Yury |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 15.2012, 1, p. 81-104
|
| Publisher: |
Springer |
| Subject: | Bayesian estimator | Continuous-time diffusion | Compound Poisson process | Limit distribution | Limit likelihood ratio | Nonlinear threshold models | Primary 62G30 | Secondary 62M10 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010539196