Double generalized threshold models with constraint on the dispersion by the mean

DOI10.1016/j.csda.2014.08.003OpenAlexW1970890876MaRDI QIDQ1623740

Y. Aharonov

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.08.003

zbMATH Keywords

nonlinear time seriesFukushima nuclear disastergeneralized threshold model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Flexible Tweedie regression models for continuous data

Cites Work

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