Clipped AR(p) with unknown threshold

Flimmel, S

Flimmel, S (corresponding author), Univ Econ, Dept Stat & Probabil, Winston Churchill Sq 4, Prague 13067 3, Czech Republic.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2020; 49 (21): 5115

Abstract

The present paper deals with a specific parameter estimation problem. Assuming a time series of 0-1-valued variables{Xn, n is an element of N0}obtaine......

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