Data Transformation and Self-Exciting Threshold Autoregression

• 1 January 1981
• journal article
• Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics
• Vol. 30  (3) , 238
• https://doi.org/10.2307/2346347

Abstract

Keywords

• DATA TRANSFORMATION
• EXCITING THRESHOLD AUTOREGRESSION
• TRANSFORMATION AND SELF EXCITING