Parameter estimation of smooth threshold autoregressive models.
This thesis is mainly concerned with the estimation of parameters of a first-order Smooth Threshold Autoregressive (STAR) model with delay parameter one. The estimation procedures include classical and Bayesian methods from a parametric and a semiparametric point of view.As the theoretical importanc...
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| Format: | Thesis |
| Language: | English |
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Curtin University
1998
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| Online Access: | http://hdl.handle.net/20.500.11937/1834 |