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

Detalhes bibliográficos
Autor principal:	Magadia, Joselito C. 1961-
Formato:	Thesis
Idioma:	English
Publicado em:	2000.
Assuntos:	Autoregression (Statistics) > Mathematical models. Time-series analysis > Mathematical models.