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

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

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Magadia, Joselito C. 1961-
Formáid: Tráchtas
Teanga:English
Foilsithe / Cruthaithe: 2000.
Ábhair:
Autoregression (Statistics) > Mathematical models.
Time-series analysis > Mathematical models.