On the necessary conditions for ergodicity of smooth threshold autoregressive (1) processes with general delay parameter
- Creator: Nur, D. , Nair, G. M.
- Resource Type: conference paper
- Date: 2009
Efficient estimation in smooth threshold autoregressive (1) models
- Creator: Nur, D. , Nair, G. M. , Yatawara, N. D.
- Resource Type: journal article
- Date: 2008