Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models (Q2813883)
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scientific article; zbMATH DE number 6598471
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| English | Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models |
scientific article; zbMATH DE number 6598471 |
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Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models (English)
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27 June 2016
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heteroscedasticity
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jump point
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threshold
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time delay
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wavelet
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0.85190749168396
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0.8387393951416016
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0.8387393951416016
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