A Smooth Transition Model for Multiple-Regime Time Series

DOI10.1109/TSP.2012.2234745zbMath1393.94425OpenAlexW2083631533MaRDI QIDQ4578508

Florent Chatelain, Nadine Martin, Matthieu Sanquer, Mabrouka El-Guedri

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2012.2234745

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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