Modeling long-range dependence, nonlinearity, and periodic phenomena in sea surface temperatures using tsmars

Journal of the American Statistical Association

Volumn 92, Issue 439, 1997, Pages 881-893

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

^a NAVAL POSTGRADUATE SCHOOL   (United States)

^b NEW JERSEY INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Adaptive spline threshold autoregressive models; Forecasting; Long memory; Multivariate adaptive regression splines; Nonlinear time series; Threshold autoregression

Indexed keywords

EID: 21744456551     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1997.10474043     Document Type: Article

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