readme.ll.txt
Creators:
C. W. Li
;
Wai Keung Li
From the dataset abstract
Tong's threshold models have been found useful in modelling nonlinearities in the conditional mean of a time series. The threshold model is extended to the so-called double-threshold...
Source: On a double-threshold autoregressive heteroscedastic time series model (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/4b691de7-1621-42b2-8182-5a06a3761524/resource/1d981e2d-db27-43fe-b52d-7f20f9e63376/download/readme.ll.txt |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
