A threshold AR(1) model (Q3327559): Difference between revisions
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Revision as of 13:20, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A threshold AR(1) model |
scientific article |
Statements
A threshold AR(1) model (English)
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1984
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non-linear time series
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TAR models
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autoregressive models
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Markov chains
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stationary distribution
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ergodic process
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least squares estimators
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small-sample results
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