A frequency domain approach for detecting self-exciting threshold autoregression (SETAR) nonlinearity

A frequency domain approach for detecting self-exciting threshold autoregression (SETAR) nonlinearity

Podrobná bibliografie
Hlavní autor: Magadia, Joselito C. 1961-
Médium: Diplomová práce
Jazyk:English
Vydáno: 2000.
Témata:
Autoregression (Statistics) > Mathematical models.
Time-series analysis > Mathematical models.