| dc.contributor.author | BEKIROS, Stelios D. | |
| dc.date.accessioned | 2010-12-10T11:09:00Z | |
| dc.date.available | 2010-12-10T11:09:00Z | |
| dc.date.issued | 2009 | |
| dc.identifier.citation | Economics Letters, 2009, 103, 1, 36-38 | en |
| dc.identifier.issn | 0165-1765 | |
| dc.identifier.uri | https://hdl.handle.net/1814/15170 | |
| dc.description.abstract | Finding a precise estimate for the smoothness parameter of LSTAR models is notoriously difficult. This paper introduces a robust estimation method for the transition and autoregressive parameters of STAR models, comprising gradient descent and singular value decomposition to account for heteroscedastic noise. | en |
| dc.language.iso | en | en |
| dc.title | A Robust Algorithm for Parameter Estimation in Smooth Transition Autoregressive Models | en |
| dc.type | Article | en |
| dc.neeo.contributor | BEKIROS|Stelios D.|aut| | |