On maximum likelihood estimators for a threshold autoregression

Journal of Statistical Planning and Inference

Volumn 75, Issue 1, 1998, Pages 21-46

  Qian, Lianfen ^a  

^a FLORIDA ATLANTIC UNIVERSITY   (United States)

Author keywords

Asymptotic normality and compound Poisson process; Coefficient parameter estimator* n Consistency; Primary 62M10; Secondary 62A10, 62G05; Threshold estimator

Indexed keywords

EID: 0009918339     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00113-x     Document Type: Article

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