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Maximum Likelihood Estimation in Threshold Autoregression
Authors: Goryainov V.B., Goryainova E.R. | Published: 08.06.2018 |
Published in issue: #3(78)/2018 | |
DOI: 10.18698/1812-3368-2018-3-13-23 | |
Category: Mathematics and Mechanics | Chapter: Computational Mathematics | |
Keywords: robust estimation, convex objective, maximum likelihood estimation, least squares estimation, least absolute deviation estimation |
Maximum Likelihood Estimation in Threshold Autoregression
Authors: Goryainov V.B., Goryainova E.R. | Published: 08.06.2018 |
Published in issue: #3(78)/2018 | |
DOI: 10.18698/1812-3368-2018-3-13-23 | |
Category: Mathematics and Mechanics | Chapter: Computational Mathematics | |
Keywords: robust estimation, convex objective, maximum likelihood estimation, least squares estimation, least absolute deviation estimation |