Multivariate contemporaneous-threshold autoregressive models (Q737288)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate contemporaneous-threshold autoregressive models |
scientific article |
Statements
Multivariate contemporaneous-threshold autoregressive models (English)
0 references
10 August 2016
0 references
nonlinear autoregressive model
0 references
smooth transition
0 references
stability
0 references
threshold
0 references
0 references
0 references
0 references
