Parameter estimation in non-linear time series : random coefficient autoregressive and self-exciting threshold models

In Collections: Electronic Theses & Dissertations

Copyright Status: In Copyright

Material Type: Theses

Authors: Qian, Lianfen

Date: 1996

Subjects: Autoregression (Statistics)
Nonlinear theories
Time-series analysis

Program of Study: Statistics and Probability

Degree Level: Doctoral

Language: English

Pages: viii, 64 pages

Permalink: https://doi.org/doi:10.25335/pccn-fd49