Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models (Q2813883)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models |
scientific article; zbMATH DE number 6598471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models |
scientific article; zbMATH DE number 6598471 |
Statements
Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models (English)
0 references
27 June 2016
0 references
heteroscedasticity
0 references
jump point
0 references
threshold
0 references
time delay
0 references
wavelet
0 references
