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Threshold Models in Non-linear Time Series Analysis

Lecture notes in statisticsPublished 1 January 1983
Howell Tong
Citations1,535

TL;DR

This chapter discusses SETAR Modelling, Threshold Models and Discrete-Time Non-Linear Vibrations, and some Advantages and Some Limitations of Arma Models.

Abstract

In the last two years or so, I was most fortunate in being given opportunities of lecturing on a new methodology to a variety of audiences in Britain, China, Finland, France and Spain. Despite my almo

Keywords

Computer Science