Nonlinear modelling of periodic threshold autoregressions using Tsmars (Q5467627)

From MaRDI portal
scientific article; zbMATH DE number 5026153
Language Label Description Also known as
English
Nonlinear modelling of periodic threshold autoregressions using Tsmars
scientific article; zbMATH DE number 5026153

    Statements

    Nonlinear modelling of periodic threshold autoregressions using Tsmars (English)
    0 references
    0 references
    0 references
    24 May 2006
    0 references
    0 references
    nonstationary process
    0 references
    autocovariance function
    0 references
    partial autocorrelation function
    0 references
    spectrum
    0 references
    0 references