Hysteretic autoregressive time series models
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Publication:3455819
DOI10.1093/biomet/asv017zbMath1452.62658MaRDI QIDQ3455819
Guodong Li, Philip L. H. Yu, Wai Keung Li, Bo Guan
Publication date: 11 December 2015
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/217204
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62P10: Applications of statistics to biology and medical sciences; meta analysis
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