Self Exciting Threshold Autoregressive Models for Describing Cyclical Data (Q5441850)

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scientific article; zbMATH DE number 5235940
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Self Exciting Threshold Autoregressive Models for Describing Cyclical Data
scientific article; zbMATH DE number 5235940

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    Self Exciting Threshold Autoregressive Models for Describing Cyclical Data (English)
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    15 February 2008
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    Akaike information criterion
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    cyclical data
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    lac export data
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    structural time-series model
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    Tukey's test for non-additivity
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    likelihood ratio test
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