Identification of TAR models using recursive estimation
From MaRDI portal
Publication:3018537
DOI10.1002/for.1188zbMath1217.91139MaRDI QIDQ3018537
Daniel Peña, Miguel Ángel Bermejo, Ismael Sánchez
Publication date: 27 July 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.1188
nonlinear time series; TAR models; recursive estimation; nonlinearity tests; arranged autoregression
91B82: Statistical methods; economic indices and measures
Cites Work
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