Estimation in threshold autoregressive models with correlated innovations

Keyphrases

• Threshold Autoregressive Model 100%
• Gaussian Noise 50%
• Statistical Analysis 50%
• Asymptotic Distribution 50%
• Bayes Estimator 50%
• Threshold Parameter 50%
• Driving Noise 50%
• Geometric Correlation 50%

Mathematics

• Autoregressive Model 100%
• Statistical Analysis 50%
• Bayesian Estimation 50%
• Asymptotic Distribution 50%
• Random Noise 50%