Threshold models in time series analysis — 30 years on
نویسندگان
چکیده
منابع مشابه
Threshold Models in Time Series Analysis–30 Years On Howell Tong London School of Economics and Political Science
This paper is a selective review of the development of the threshold model in time series analysis over the past 30 years or so. First, it re-visits the motivation of the model. Next, it describes the various expressions of the model, highlighting the principle underlying them and the main probabilistic and statistical properties. Finally, after listing some of the recent offsprings of the thre...
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ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2011
ISSN: 1938-7989,1938-7997
DOI: 10.4310/sii.2011.v4.n2.a1