Affiliation:
1. Statistics ProgramKing Abdullah University of Science and TechnologyThuwal Saudi Arabia
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference34 articles.
1. AddoPM.2014. Multivariate self‐exciting threshold autoregressive models with exogenous input preprint arXiv:1407.7738.
2. A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS
3. On threshold autoregressive processes;Anděl J;Kybernetika,1984
4. A unified view on skewed distributions arising from selections
5. Scale and shape mixtures of multivariate skew-normal distributions
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献