Abstract
Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015) <doi:10.1093/biomet/asv017>.
Original language | English |
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Media of output | Online |
Publication status | Published - 3 Jul 2023 |