Testing and modeling threshold autoregressive processes

Journal of the American Statistical Association

Volumn 84, Issue 405, 1989, Pages 231-240

  Tsay, Ruey S ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Arranged autoregression; Nonlinear time series; Nonlinearity test; Predictive residual; Sunspot

Indexed keywords

EID: 84950428199     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1989.10478760     Document Type: Article

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