Multivariate contemporaneous-threshold autoregressive models (Q737288)
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scientific article; zbMATH DE number 6610591
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| English | Multivariate contemporaneous-threshold autoregressive models |
scientific article; zbMATH DE number 6610591 |
Statements
Multivariate contemporaneous-threshold autoregressive models (English)
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10 August 2016
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nonlinear autoregressive model
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smooth transition
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stability
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threshold
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0.8757253289222717
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0.8337290287017822
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0.8158830404281616
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0.8002651929855347
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0.7918738722801208
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