Quantile self-exciting threshold autoregressive time series models (Q3608193): Difference between revisions
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Revision as of 13:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile self-exciting threshold autoregressive time series models |
scientific article |
Statements
Quantile self-exciting threshold autoregressive time series models (English)
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28 February 2009
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Bayesian methods
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quantile self-exciting threshold autoregressive time series
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simulation
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non-stationary time series
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