Testing and Estimation of Thresholds Based on Wavelets in...

Testing and Estimation of Thresholds Based on Wavelets in Heteroscedastic Threshold Autoregressive Models

Wai-Cheung Ip, Heung Wong, Yuan Li and Hongzhi An
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Volume:
90
Language:
english
Journal:
Biometrika
DOI:
10.2307/30042076
Date:
September, 2003
File:
PDF, 1.11 MB
english, 2003
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