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

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

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Magadia, Joselito C. 1961-
Μορφή: Thesis
Γλώσσα:English
Έκδοση: 2000.
Θέματα:
Autoregression (Statistics) > Mathematical models.
Time-series analysis > Mathematical models.