Modèles autorégressifs à seuils multiples
Jean-Michel Zakoi͏̈an
| Year of publication: |
1994
|
|---|---|
| Authors: | Zakoïan, Jean-Michel |
| Published in: |
Annales d'économie et de statistique. - Amiens [u.a.] : ADRES, ISSN 0769-489X, ZDB-ID 635036-7. - 1994, p. 23-56
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | French |
| Notes: | Threshold AR(1) models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001183740