Identification of Threshold Autoregressive Moving Average Models
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Publication:4976483
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
Uses Software
Cites Work
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