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

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

Detalles Bibliográficos
Autor principal: Magadia, Joselito C. 1961-
Formato: Tesis
Lenguaje:English
Publicado: 2000.
Materias:
Autoregression (Statistics) > Mathematical models.
Time-series analysis > Mathematical models.