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Threshold Models in Time Series Analysis by Danny Infante Sanchez is a document available to read on EtoBox.
What is Threshold Models in Time Series Analysis about?
This document provides a selective review of threshold models in time series analysis over the past 30 years. It begins by revisiting the motivation for threshold models, describing how they address limitations in linear time series models through piecewise linearization. The document then describes various expressions of the threshold model, highlighting the underlying principles and statistical properties. It concludes by listing recent developments in threshold models and ongoing research in threshold vo
- Author
- Danny Infante Sanchez
- Language
- EN