Identification of TAR models using recursive estimation (Q3018537): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 09:23, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Identification of TAR models using recursive estimation |
scientific article |
Statements
Identification of TAR models using recursive estimation (English)
0 references
27 July 2011
0 references
nonlinear time series
0 references
recursive estimation
0 references
arranged autoregression
0 references
TAR models
0 references
nonlinearity tests
0 references