TAR Modeling with Missing Data when the White Noise Process Follows a Student’s t -Distribution
This paper considers the modeling of the threshold autoregressive (TAR) process, which is driven by a noise process that follows a Student’s t -dis- tribution. The analysis is done in the presence of missing data in both the threshold process f Z t g and the interest process f X t g . We develop a...
I tiakina i:
| I whakaputaina i: | Revista Colombiana de Estadística |
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| Ngā kaituhi matua: | , |
| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
Universidad Nacional de Colombia
2015
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| Ngā marau: | |
| Urunga tuihono: | https://www.redalyc.org/articulo.oa?id=89938627014 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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