Linear approximation of the threshold autoregressive model: an application to order estimation (Q6163484)
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scientific article; zbMATH DE number 7702205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear approximation of the threshold autoregressive model: an application to order estimation |
scientific article; zbMATH DE number 7702205 |
Statements
Linear approximation of the threshold autoregressive model: an application to order estimation (English)
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26 June 2023
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linear approximation
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threshold model
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\(L^2\) norm
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AIC
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