Identification of TAR models using recursive estimation

DOI10.1002/for.1188zbMath1217.91139MaRDI QIDQ3018537

Daniel Peña, Ismael Sánchez, Miguel Ángel Bermejo

Publication date: 27 July 2011

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1188

zbMATH Keywords

nonlinear time series; TAR models; recursive estimation; nonlinearity tests; arranged autoregression

Mathematics Subject Classification ID

91B82: Statistical methods; economic indices and measures

Cites Work

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