A Threshold Autoregressive Model for Wholesale Electricity...

Journal of the Royal Statistical Society: Series C (Applied Statistics) 2005 Vol. 54; Iss. 2

A Threshold Autoregressive Model for Wholesale Electricity Prices

B. Ricky Rambharat, Anthony E. Brockwell and Duane J. Seppi
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Volume:
54
Year:
2005
Language:
english
Journal:
Journal of the Royal Statistical Society. Series C (Applied Statistics)
DOI:
10.2307/3592639
File:
PDF, 1.40 MB
english, 2005
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