Functional-Coefficient Autoregressive Models
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Publication:4694198
DOI10.2307/2290725zbMath0776.62066OpenAlexW4230324963MaRDI QIDQ4694198
Publication date: 24 November 1993
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/4362
consistencywhite noisenonlinear time seriessunspot numbersgeometrical ergodicitychickenpoxarranged local regressionFAR modelsfunctional coefficient autoregressive modelmulti-step ahead forecastssufficient stationarity conditionsthreshold AR(2) model
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