Threshold Autoregressive Models for Directional Time Series

DOI10.1007/978-3-319-28725-6_2zbMath1366.62177OpenAlexW2496170837MaRDI QIDQ5280121

D. A. Green, Mahayaudin M. Mansor, Max E. Glonek, Andrew Metcalfe

Publication date: 20 July 2017

Published in: Time Series Analysis and Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-28725-6_2

zbMATH Keywords

reversibilitythreshold autoregressive modelspenalized least squaressunspot numbersdirectional time seriesnon-Gaussian errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Galactic and stellar structure (85A15) Radiative transfer in astronomy and astrophysics (85A25)

Cites Work

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