On forecasting SETAR processes
- 1 January 1998
- journal article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 37 (1) , 7-14
- https://doi.org/10.1016/s0167-7152(97)00092-8
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- FORECASTING EXPONENTIAL AUTOREGRESSIVE MODELS OF ORDER 1Journal of Time Series Analysis, 1989
- EXACT LEAST SQUARES MULTI‐STEP PREDICTION FROM NONLINEAR AUTOREGRESSIVE MODELSJournal of Time Series Analysis, 1987
- A threshold AR(1) modelJournal of Applied Probability, 1984