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dc.contributor.authorBEKIROS, Stelios D.
dc.date.accessioned2010-12-10T11:09:00Z
dc.date.available2010-12-10T11:09:00Z
dc.date.issued2009
dc.identifier.citationEconomics Letters, 2009, 103, 1, 36-38en
dc.identifier.issn0165-1765
dc.identifier.urihttp://hdl.handle.net/1814/15170
dc.description.abstractFinding 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.isoenen
dc.titleA Robust Algorithm for Parameter Estimation in Smooth Transition Autoregressive Modelsen
dc.typeArticleen
dc.neeo.contributorBEKIROS|Stelios D.|aut|


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