Testing and Modeling Threshold Autoregressive Processes (Q4733261)
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scientific article; zbMATH DE number 4119445
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing and Modeling Threshold Autoregressive Processes |
scientific article; zbMATH DE number 4119445 |
Statements
1989
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arranged autoregression
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sunspot
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threshold autoregressive model
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nonlinear time series models
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limit cycles
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amplitude dependent frequencies
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jump phenomena
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model-building procedure
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predictive residuals
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test for threshold nonlinearity
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Testing and Modeling Threshold Autoregressive Processes (English)
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0.8569101691246033
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0.8460081219673157
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0.839749813079834
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