A note on the consistency of a robust estimator for threshold autoregressive processes
Li-Xin Zhang, Wai-Sum Chan, Siu-Hung Cheung, King-Chi HungVolume:
79
Year:
2009
Language:
english
Pages:
7
DOI:
10.1016/j.spl.2008.10.036
File:
PDF, 524 KB
english, 2009