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

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

書誌詳細
第一著者: Magadia, Joselito C. 1961-
フォーマット: 学位論文
言語:English
出版事項: 2000.
主題:
Autoregression (Statistics) > Mathematical models.
Time-series analysis > Mathematical models.