Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model
Author:
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610918.2012.740123
Reference39 articles.
1. Efficiencies of tests and estimators forp-order autoregressive processes when the error distribution is nonnormal
2. Optimal Detection of Exponential Component in Autoregressive Models
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4. Optimal rank-based tests against first-order superdiagonal bilinear dependence
5. Rank-based tests for autoregressive against bilinear serial dependence
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