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Magadia, Joselito C.
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A frequency domain approach for detecting Self-exciting Threshold autoregression (SETAR) nonlinearity
.
by
Magadia, Joselito C.
; Diliman, Quezon City: University of the Philippines, 2000.
Subject:
Nonlinearity, SETAR -- Detecting -- Self-exciting Threshold autoregression (SETAR) -- Statistics
;
SETAR nonlinearity -- Detecting -- Self-exciting Threshold autoregression (SETAR)
.
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A frequency domain approach for detecting self-exciting threshold autoregression (SETAR) nonlinearity
.
by
Magadia, Joselito C., 1961-
; 2000.
Subject:
Autoregression (Statistics)--Mathematical models
;
Time-series analysis -- Mathematical models
.
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Relevance: 19.70%
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