Some New Results for Threshold AR(1) Models
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Publication:4928540
DOI10.2202/1941-1928.1085zbMath1266.62065OpenAlexW1991123214MaRDI QIDQ4928540
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Publication date: 14 June 2013
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1941-1928.1085
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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