Identification of TAR models using recursive estimation (Q3018537)
From MaRDI portal
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
