Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study (Q5877575)
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scientific article; zbMATH DE number 7653511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study |
scientific article; zbMATH DE number 7653511 |
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Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study (English)
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14 February 2023
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additive outliers
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open-loop TAR models
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generalized method (GM) estimator
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nonlinear time series
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