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

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

Detaylı Bibliyografya
Yazar: Magadia, Joselito C. 1961-
Materyal Türü: Tez
Dil:English
Baskı/Yayın Bilgisi: 2000.
Konular:
Autoregression (Statistics) > Mathematical models.
Time-series analysis > Mathematical models.