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

Pages

8

From page

7

To page

14

Keywords

Self-exciting threshold autoregressive process , Normality , Monte Carlo , Nonlinear time series

Journal title

Statistics and Probability Letters

Serial Year

1998

Journal title

Statistics and Probability Letters

Record number

138818