Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study (Q5877575)

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scientific article; zbMATH DE number 7653511
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    Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study
    scientific article; zbMATH DE number 7653511

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      Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study (English)
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      14 February 2023
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      additive outliers
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      open-loop TAR models
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      generalized method (GM) estimator
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      nonlinear time series
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