62 citations · 104 across the 6 of their papers we have counts for
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math.ST2017★ 62 cited
Robust inference for threshold regression models
Javier Hidalgo, Jungyoon Lee, Myung Hwan Seo
This paper is concerned with inference in threshold regression models when the practitioners do not know whether at the threshold point the true specification has a kink or a jump.…
math.ST2005★ 33 cited
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Javier Hidalgo
We consider the estimation of the location of the pole and memory parameter, λ^0 and α, respectively, of covariance stationary linear processes whose spectral density function f(λ)…