Efficient Estimation in Smooth Threshold Autoregressive(1) Models

Darfiana Nur, Gopalan Nair, Nihal Yatawara

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	83-94
Number of pages	12
Journal	Journal of Statistical Theory and Practice
Volume	2
Issue number	1
Publication status	Published - 2008

Cite this

@article{72887297a1204ab1b10c1e7f4766d95c,

title = "Efficient Estimation in Smooth Threshold Autoregressive(1) Models",

author = "Darfiana Nur and Gopalan Nair and Nihal Yatawara",

year = "2008",

language = "English",

volume = "2",

pages = "83--94",

journal = "Journal of Statistical Theory and Practice",

issn = "1559-8608",

publisher = "Taylor & Francis",

number = "1",

}