Double generalized threshold models with constraint on the dispersion by the mean

DOI10.1016/j.csda.2014.08.003MaRDI QIDQ1623740

Y. Aharonov

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.08.003

zbMATH Keywords

nonlinear time series; Fukushima nuclear disaster; generalized threshold model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62-08: Computational methods for problems pertaining to statistics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)