A Recursive Algorithm of the Threshold Estimator in SETAR model
碩士 === 國立中山大學 === 應用數學研究所 === 83 === In this paper, the threshold estimator based on the least squares method in a two-pieces stationary and ergodic Self- Exciting Threshold Autoregressive(SETAR) model is considered. The traditional approac...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1995
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58883431687709282067 |