Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use
Chan, Wai-Sum, Wong, Albert C. S., Tong, HowellVolume:
8
Language:
english
Journal:
North American Actuarial Journal
DOI:
10.1080/10920277.2004.10596170
Date:
October, 2004
File:
PDF, 540 KB
english, 2004