A Study On Threshold AutoRegressive Models
碩士 === 國立中正大學 === 數理統計研究所 === 85 === The threshold autoregressive (TAR) model, which was proposedby Tong (1978) and comprehensively discussed by Tong and Lim(1980) and Tong (1983), is one of the nonlinear time seriesmodels. Tsay (1989) gives a widely appl...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10475592561229301965 |