ASYMPTOTIC PROPERTIES OF ESTIMATES OF PARAMETERS FOR TAR MODELS

In this paper, we study Marker properties of the Threshold Autoressive （TAR） Model in which the order, thresholds and delay parameter are given. Using these properties, we obtain the strong oonsistenoy and asymptotio normality of the least square estimates of the parameters for this model. The strong oonsistency of the estimates of varianoes of the white noises is presented, too.