Strong consistency of conditional least squares estimators in multiple regime threshold autoregressive models.

Authors
Schoier, Gabriella
Citation
Gabriella Schoier, Strong consistency of conditional least squares estimators in multiple regime threshold autoregressive models., Journal of the italian statistical society, 8(1), 1999, pp. 75-82
Journal title
Journal of the italian statistical society
ISSN journal
11219130 → ACNP
Volume
8
Issue
1
Year of publication
1999
Pages
75 - 82
Database
ESSPER
SICI code
1121-9130(1999)8:1<75:SCOCLS>2.0.ZU;2-2