The wavelet identification of thresholds and time delay of threshold autoregressive models

Statistica Sinica

Volumn 9, Issue 1, 1999, Pages 153-166

  Li, Yuan ^a   Xie, Zhongjie ^b  

^a CHINA UNIVERSITY OF PETROLEUM   (China)

^b PEKING UNIVERSITY   (China)

Author keywords

Thresholds; Time delay; Wavelets

Indexed keywords

EID: 0033411275     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (19)

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