Numerical issues in threshold autoregressive modelling of time series
Year of publication: |
2000
|
---|---|
Authors: | Coakley, Jerry ; Fuertes, Anna Maria ; Perez, Maria-Teresa |
Publisher: |
London : Birkbeck College, Univ. |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Autokorrelation | Autocorrelation |
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