Wavelet estimation of thresholds and time delay for a double-threshold autoregressive heteroscedastic time series model (Q2757115)
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scientific article; zbMATH DE number 1675874
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet estimation of thresholds and time delay for a double-threshold autoregressive heteroscedastic time series model |
scientific article; zbMATH DE number 1675874 |
Statements
4 December 2002
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time delay
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thresholds
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conditional heteroscedasticity
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Wavelet estimation of thresholds and time delay for a double-threshold autoregressive heteroscedastic time series model (English)
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