Numerical issues in threshold autoregressive modeling of time series (Q951427)
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scientific article; zbMATH DE number 5356662
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| English | Numerical issues in threshold autoregressive modeling of time series |
scientific article; zbMATH DE number 5356662 |
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Numerical issues in threshold autoregressive modeling of time series (English)
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24 October 2008
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QR factorization
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givens rotations
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rational interpolation
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threshold autoregressive time series
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least squares problems
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fitting method
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Monte Carlo
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0.7914256453514099
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0.7868824005126953
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0.7836231589317322
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0.7829439640045166
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