Self Exciting Threshold Autoregressive Models for Describing Cyclical Data

DOI10.1177/0008068320060108zbMath1136.62367OpenAlexW2509742241MaRDI QIDQ5441850

Prajneshu, Himadri Ghosh, G. Sunilkumar

Publication date: 15 February 2008

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068320060108

zbMATH Keywords

likelihood ratio testAkaike information criterioncyclical dataTukey's test for non-additivitylac export datastructural time-series model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical methods for wavelets (65T60)

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