Editor's melange

MaRDI QIDQ5434007zbMATH OpenFDO

Authors Kung-Sik Chan, Wai Keung Li, Ruey S. Tsay, Howell Tong, Peter J. Brockwell

Publication date 9 January 2008

Mathematics Subject Classification ID

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

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Cited in

(2)

• Threshold models in time series analysis -- 30 years on
• A review of threshold time series models in finance

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