Numerical issues in threshold autoregressive modeling of time series
type: Item
instance of: scholarly article
title: Numerical issues in threshold autoregressive modeling of time series
zbMATH Open document ID: 1180.65011
DOI: 10.1016/S0165-1889(02)00123-9
author: Jerry Coakley
author: Ana-María Fuertes
author: María-Teresa Pérez
publication date: 2008-10-24T00:00:00Z
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5356662
zbMATH Keywords: QR factorization
zbMATH Keywords: givens rotations
zbMATH Keywords: rational interpolation
zbMATH Keywords: threshold autoregressive time series
zbMATH Keywords: least squares problems
zbMATH Keywords: fitting method
zbMATH Keywords: Monte Carlo
MaRDI profile type: Publication
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full work available at URL: s0165-1889(02)00123-9
OpenAlex ID: W2163451438
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5356662