Adaptive parameter estimation in self-exciting threshold autoregressive models

Communications in Statistics Part B: Simulation and Computation

Volumn 27, Issue 4, 1998, Pages 921-936

  Arnold, Matthias ^a   Günther, Roland ^a  

^a FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

Author keywords

Almost sure convergence; Nonlinear time series; Recursive estimation

Indexed keywords

EID: 0343546597     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610919808813518     Document Type: Article

References (24)

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