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

Bibliografische gegevens
Hoofdauteur:	Magadia, Joselito C. 1961-
Formaat:	Thesis
Taal:	English
Gepubliceerd in:	2000.
Onderwerpen:	Autoregression (Statistics) > Mathematical models. Time-series analysis > Mathematical models.