Outliers and persistence in threshold autoregressive processes
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Publication:2691640
DOI10.1515/snde-2014-0058OpenAlexW2274483119MaRDI QIDQ2691640
Luiggi Donayre, Yamin S. Ahmad
Publication date: 30 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2014-0058
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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Cites Work
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