Structural Change ARIMA Modeling and Application
碩士 === 國立政治大學 === 統計學研究所 === 81 === Non-linear time series analysis is a rapidly developing subject in recent years. One of special families of non-linear models is threshold model. Many literatures have shown that even simple threshold model can describe...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1993
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44658612423888170873 |