On robust estimation of threshold autoregressions
Year of publication: |
1994
|
---|---|
Authors: | Chan, Wai-Sum |
Other Persons: | Cheung, Siu-hung (contributor) |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 13.1994, 1, p. 37-49
|
Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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