Zobrazeno 1 - 1
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pro vyhledávání: '"Datos atípicos aditivos"'
Autor:
Ordoñez-Callamand, Daniel
The effect of additive outliers is studied on an adapted nonlinearity test and a robust estimation method for autoregresive coefficients in TAR (threshold autoregressive) models. Through a Monte Carlo experiment, the power and size of the nonlinearit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1326::be07e025376b4f6ae426a9ca15a73f2d
https://repositorio.unal.edu.co/handle/unal/75500
https://repositorio.unal.edu.co/handle/unal/75500
