Quantile self-exciting threshold autoregressive time series models (Q3608193)
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scientific article; zbMATH DE number 5520685
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| default for all languages | No label defined |
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| English | Quantile self-exciting threshold autoregressive time series models |
scientific article; zbMATH DE number 5520685 |
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Quantile self-exciting threshold autoregressive time series models (English)
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28 February 2009
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Bayesian methods
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quantile self-exciting threshold autoregressive time series
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simulation
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non-stationary time series
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0.96206087
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0.94258225
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0.9128417
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0.89234656
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0.88934034
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0.88929904
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