Testing and Estimation of Thresholds Based on Wavelets in Heteroscedastic Threshold Autoregressive Models
Wai-Cheung Ip, Heung Wong, Yuan Li and Hongzhi AnVolume:
90
Language:
english
Journal:
Biometrika
DOI:
10.2307/30042076
Date:
September, 2003
File:
PDF, 1.11 MB
english, 2003