Análise assintótica nos "Threshold models"
 
 
Description:  Nesta apresentação estimamos de forma eficiente o parâmetro autorregressivo no "Semiparametric Threshold Ar(1) model".
Area(s):
Date:  2000-01-05
Start Time:   14:30
Speaker:  Ana Paula Martins Nascimento (Departamento de Matemática, Universidade de Coimbra, Portugal and Université Libre de Bruxelles, Belgium)
Place:  Room 5.4
Research Groups: -Probability and Statistics
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