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"Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive ..."

Mohamed Bentarzi, Mouna Merzougui (2009)

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DOI: 10.1080/03610910903108492

access: closed

type: Journal Article

metadata version: 2020-05-10

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Mohamed Bentarzi, Mouna Merzougui:
Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models. Commun. Stat. Simul. Comput. 38(8): 1723-1741 (2009)

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