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://jda-test.zbw.eu/dataset/62d00931-c32f-4786-8352-6516b8cc3934/resource/6bfc19e5-c62d-41b5-8446-c3ac1c4a8e18/download/readme.ll.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
