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Volumn , Issue , 2011, Pages 2661-2667
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A proposed mildly explosive/Self-Exciting Threshold AutoRegressive model applied to climatic time series
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Author keywords
Burgundy reconstructed Spring Summer temperature anomaly; Directional time series; Mildly explosive model; Self Exciting Threshold AutoRegressive model; Wolf's annual sunspot data
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Indexed keywords
AUTO REGRESSIVE MODELS;
AUTO REGRESSIVE PROCESS;
AUTO-REGRESSIVE;
COLLAPSING BUBBLE;
DESCRIPTORS;
EXTREME VALUE;
GRAPE HARVEST;
PEAK VALUES;
PREDICTION EQUATIONS;
RANDOM WALK;
RAPID CHANGES;
SELF-EXCITING;
SETAR MODEL;
SIMULATION EXERCISE;
SIMULATION STUDIES;
TEMPERATURE ANOMALY;
TEMPERATURE SERIES;
THRESHOLD AUTO REGRESSIVE MODELS;
TIME SERIES MODELS;
WOLF'S ANNUAL SUNSPOT DATA;
COMPUTER SIMULATION;
RANDOM PROCESSES;
TIME SERIES;
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EID: 84858853536
PISSN: None
EISSN: None
Source Type: Conference Proceeding
DOI: None Document Type: Conference Paper |
Times cited : (2)
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References (8)
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