Hysteretic autoregressive time series models

DOI10.1093/biomet/asv017zbMath1452.62658MaRDI QIDQ3455819

Guodong Li, Philip L. H. Yu, Wai Keung Li, Bo Guan

Publication date: 11 December 2015

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10722/217204

zbMATH Keywords

hysteresis; threshold model; geometric ergodicity; autoregression; conditional least squares

Mathematics Subject Classification ID

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

62E20: Asymptotic distribution theory in statistics

62P10: Applications of statistics to biology and medical sciences; meta analysis

Related Items

hystar