Linear approximation of the threshold autoregressive model: an application to order estimation (Q6163484)
From MaRDI portal
scientific article; zbMATH DE number 7702205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear approximation of the threshold autoregressive model: an application to order estimation |
scientific article; zbMATH DE number 7702205 |
Statements
Linear approximation of the threshold autoregressive model: an application to order estimation (English)
0 references
26 June 2023
0 references
linear approximation
0 references
threshold model
0 references
\(L^2\) norm
0 references
AIC
0 references
0 references
0 references
0 references
0 references
