Asymptotics of M-estimators in two-phase linear regression models
By Hira L. Koul, Lianfen Qian, Donatas Surgailis. 2003
65 citations recorded by the source corpus.
Subfields: Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/3bb7019237e6c9dcf6db38138c10be61712ab001
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Management Science and Operations Research
In Statistics and Probability
- Howell Tong
- S. Ling
- Christian Francq
- Jean-Michel Zakoian
- K. Zhu
- Dong Li
- Michael Mcaleer
- Anders Rahbek
Citations in the corpus
- TESTING FOR A LINEAR MA MODEL AGAINST THRESHOLD MA MODELS (2005, methodology): “Recently, Chan’s result was extended to non-Gaussian error TAR models by Qian [28]; see also [ 20 ] for threshold regression models.”