Title of article :
On forecasting SETAR processes
Author/Authors :
Jan G. De Gooijer، نويسنده , , Paul T. De Bruin، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 1998
Keywords :
Self-exciting threshold autoregressive process , Normality , Monte Carlo , Nonlinear time series
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters