Identification of Threshold Autoregressive Moving Average Models

DOI10.1007/978-1-4939-6568-7_9zbMath1367.62268OpenAlexW2560589059MaRDI QIDQ4976483

Publication date: 31 July 2017

Published in: Advances in Time Series Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-6568-7_9

zbMATH Keywords

nonlinearity test arranged regression threshold autoregressive moving average (TARMA)TMA model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Uses Software

FinTS
TSA

Cites Work

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