A frequency domain approach for detecting self-exciting threshold autoregression (SETAR) nonlinearity

A frequency domain approach for detecting self-exciting threshold autoregression (SETAR) nonlinearity

Bibliographic Details
Main Author: Magadia, Joselito C. 1961-
Format: Thesis
Language:English
Published: 2000.
Subjects:
Autoregression (Statistics) > Mathematical models.
Time-series analysis > Mathematical models.