Functional-Coefficient Autoregressive Models
- 1 March 1993
- journal article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 88 (421) , 298
- https://doi.org/10.2307/2290725
Abstract
In this article we propose a new class of models for nonlinear time series analysis, investigate properties of the proposed model, and suggest a modeling proced...Keywords
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