On hysteretic vector autoregressive model with applications
Author:
Affiliation:
1. Department of Statistics, Feng Chia University, Taichung, Taiwan
2. Department of Information Systems, Business Statistics and Operations Management, Hong Kong University of Science and Technology, Hong Kong, China
Funder
Ministry of Science and Technology
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/00949655.2018.1540619
Reference26 articles.
1. Tong H. On a threshold model. In: Chen CH, editor. Pattern recognition and signal processing. Amsterdam: Sijhoff and Noordhoff; 1978.
2. ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
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