An Automatic Procedure for Identification, Estimation and Forecasting Univariate Self Exiting Threshold Autoregressive Models
- 1 January 1988
- journal article
- Published by JSTOR in Journal of the Royal Statistical Society: Series D (The Statistician)
- Vol. 37 (2) , 199
- https://doi.org/10.2307/2348693
Abstract
No abstract availableKeywords
This publication has 0 references indexed in Scilit: