A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS
- 1 January 1986
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 7 (1) , 1-5
- https://doi.org/10.1111/j.1467-9892.1986.tb00481.x
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A multiple-threshold AR(1) modelJournal of Applied Probability, 1985
- A threshold AR(1) modelJournal of Applied Probability, 1984
- Threshold Models in Non-linear Time Series AnalysisPublished by Springer Nature ,1983
- On a Threshold ModelPublished by Springer Nature ,1978