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

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

Bibliografiska uppgifter
Huvudupphovsman: Magadia, Joselito C. 1961-
Materialtyp: Lärdomsprov
Språk:English
Publicerad: 2000.
Ämnen:
Autoregression (Statistics) > Mathematical models.
Time-series analysis > Mathematical models.