Smooth transition autoregressive models : a survey of recent developments
Year of publication: |
2000
|
---|---|
Authors: | Dijk, Dick van ; Teräsvirta, Timo ; Franses, Philip Hans |
Publisher: |
Stockholm |
Subject: | STAR | Smooth Transition Autoregressive | regime switching model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
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