Strong Convergence Rate of Estimates of Parameters for TAR Models

Song Xinyuan; Deng Jixian

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Strong Convergence Rate of Estimates of Parameters for TAR Models

更新时间：2023-12-11

- Strong Convergence Rate of Estimates of Parameters for TAR Models
- Acta Scientiarum Naturalium Universitatis SunYatseni Vol. 33, Issue 1, Pages: 1-6(1994)
- 作者机构：
  
  中山大学数学系
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：1994，
  
  Published Online：25 January 1994，
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Song Xinyuan, Deng Jixian. Strong Convergence Rate of Estimates of Parameters for TAR Models. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 33(1):1-6(1994)
DOI：

Song Xinyuan, Deng Jixian. Strong Convergence Rate of Estimates of Parameters for TAR Models. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 33(1):1-6(1994) DOI：

摘要

对门限自回归模型在给定阶数、门限及延迟参数的假定下，继讨论了其参数估计的强相容性后，本文进一步得到了此估计的强收敛速度。

Abstract

For Threshold Autoregressive(TAR) Model in which the order

the Thresh-old and the delay parameters are given

we obtain the strong convergence rate of the esti-mates of the Darameters after the strong consistency of the estimates of the parameterswere discussed.

关键词

门限自回归强相容性收敛速度

Keywords

threshold autoregressivestrong consistencystrong convergence rate

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