On the least squares estimation of threshold autoregressive and moving-average models

Keyphrases

• Threshold Autoregressive Model 100%
• Least Squares Estimation 100%
• Moving Average Model 100%
• Threshold-moving 100%
• Copyright 33%
• Simulation Study 33%
• Compound Poisson Process 33%
• Numerical Methods 33%
• Asymptotic Theory 33%
• Boston 33%
• International Press 33%
• Limiting Distribution 33%
• Finite Sample 33%
• Strongly Consistent 33%
• Multivariate Normal 33%

Mathematics

• Least Square Estimation 100%
• Moving Average Model 100%
• Simulation Study 33%
• Numerical Methods 33%
• Compound Poisson Process 33%
• Asymptotic Theory 33%
• Limiting Distribution 33%
• Multivariate Normal 33%