Non-linear parametric modelling by means of self-exciting threshold autoregressive models

Authors
Arnold, M Gunther, R Witte, H
Citation
M. Arnold et al., Non-linear parametric modelling by means of self-exciting threshold autoregressive models, APP NUM HAR, 1998, pp. 467-478
Categorie Soggetti
Current Book Contents
Journal title
SIGNAL ANALYSIS AND PREDICTION → ACNP
Year of publication
1998
Pages
467 - 478
Database
ISI
SICI code