Identification of TAR models using recursive estimation (Q3018537)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5932436
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Identification of TAR models using recursive estimation |
scientific article; zbMATH DE number 5932436 |
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
0 references
0.8649420142173767
0 references
0.8381752371788025
0 references
0.835185170173645
0 references
0.8302727341651917
0 references
