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

Manylion Llyfryddiaeth
Prif Awdur:	Magadia, Joselito C. 1961-
Fformat:	Traethawd Ymchwil
Iaith:	English
Cyhoeddwyd:	2000.
Pynciau:	Autoregression (Statistics) > Mathematical models. Time-series analysis > Mathematical models.