✦ LIBER ✦

ROBUST ESTIMATION AND HYPOTHESIS TESTS FOR FIRST-ORDER THRESHOLD AUTOREGRESSIVE MODELS

✍ Scribed by Kulkarni, P.M.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

CONFIDENCE INTERVALS FOR ROBUST ESTIMATE

✍ Jeffrey B. Birch; R. Douglas Martin 📂 Article 📅 1981 🏛 John Wiley and Sons 🌐 English ⚖ 657 KB

APPROXIMATE DISTRIBUTION OF PARAMETER ES

✍ Dinh Pham Tuan 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 914 KB

A Non-parametric Test for Generalized Fi

✍ Jean Diebolt; Joseph Ngatchou Wandji 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 777 KB

On the Bickel–Rosenblatt test for first-

✍ Sangyeol Lee; Seongryong Na 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 124 KB

ESTIMATION OF AUTOREGRESSIVE PARAMETERS

✍ Pham Dinh Tuan 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 785 KB

Estimation and Hypothesis Testing of Coi

✍ Johansen, Soren 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 562 KB