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An empirical study on the parsimony and descriptive power of TARMA models - MaRDI portal

An empirical study on the parsimony and descriptive power of TARMA models (Q2664997)

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An empirical study on the parsimony and descriptive power of TARMA models
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    An empirical study on the parsimony and descriptive power of TARMA models (English)
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    18 November 2021
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    nonlinear time series
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    threshold autoregressive moving-average models
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    sunspot number time series
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    US unemployment rate
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