A MULTIPLE-THRESHOLD AR(1) MODEL

被引:120
作者
CHAN, KS [1 ]
PETRUCCELLI, JD [1 ]
TONG, H [1 ]
WOOLFORD, SW [1 ]
机构
[1] WORCESTER POLYTECH INST,WORCESTER,MA 01609
关键词
D O I
10.2307/3213771
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
STATISTICAL METHODS
引用
收藏
页码:267 / 279
页数:13
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