Testing for structural change of AR model to threshold AR model

István Berkes*, Lajos Horváth, Shiqing Ling, Johannes Schauer

*Corresponding author for this work

Research output: Contribution to journal › Journal Article › peer-review

12   Link opens in a new tab Citations (Scopus)

Fingerprint

Dive into the research topics of 'Testing for structural change of AR model to threshold AR model'. Together they form a unique fingerprint.
Sort by

Mathematics