Some new results for threshold AR(1) models

DOI10.2202/1941-1928.1085MaRDI QIDQ4928540zbMATH OpenOpenAlexFDO

Authors

Publication date 14 June 2013

Published in Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1941-1928.1085

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Stationary stochastic processes (60G10)

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