Nonlinear modelling of periodic threshold autoregressions using TSMARS

Journal of Time Series Analysis

Volumn 23, Issue 4, 2002, Pages 459-471

  Lewis, Peter A W ^a,b   Ray, Bonnie K ^a,b  

^a NAVAL POSTGRADUATE SCHOOL   (United States)

^b IBM T J WATSON RESEARCH CENTER   (United States)

Author keywords

Nonlinearity; Periodic correlation; Streamflows; Threshold autoregression; TSMARS

Indexed keywords

EID: 0040080002     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.t01-1-00269     Document Type: Article

References (0)