Two-stage and modified two-stage estimation in threshold first-order autoregressive process
In this paper, we discuss the two-stage and the modified two-stage procedures for the estimation of the threshold autoregressive parameter in a first-order threshold autoregressive model (${\rm TAR(1)}$). This is motivated by the problem of finding a final sample size when the sample size is unknown...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Shahid Bahonar University of Kerman
2023-05-01
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| Series: | Journal of Mahani Mathematical Research |
| Subjects: | |
| Online Access: | https://jmmrc.uk.ac.ir/article_3595_4714e6fb6a7fcdf23e13c4793cee5b3b.pdf |