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Fixed size confidence regions for parameters of threshold AR(1) models

Authors :
Sriram, T. N.
Source :
Journal of Statistical Planning & Inference; 2001, Vol. 97 Issue: 2 p293-304, 12p
Publication Year :
2001

Details

Language :
English
ISSN :
03783758
Volume :
97
Issue :
2
Database :
Supplemental Index
Journal :
Journal of Statistical Planning & Inference
Publication Type :
Periodical
Accession number :
ejs3240901
Full Text :
https://doi.org/10.1016/S0378-3758(00)00246-9