Discontinuous Decision Processes and Threshold Autoregressive Time Series Modelling
Author(s) -
H. Tong
Publication year - 1982
Publication title -
biometrika
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.307
H-Index - 122
eISSN - 1464-3510
pISSN - 0006-3444
DOI - 10.2307/2335885
Subject(s) - autoregressive model , mathematics , series (stratigraphy) , bayesian probability , setar , econometrics , decision rule , nonlinear system , time series , autoregressive integrated moving average , star model , statistics , paleontology , physics , quantum mechanics , biology
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