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On the least squares estimation of threshold autoregressive and moving-average models
Dong LI
,
Wai Keung LI
, Shiqing LING
Department of Mathematics and Information Technology (MIT)
Research output
:
Contribution to journal
›
Articles
›
peer-review
18
Citations (Scopus)
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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%