Parameter estimation of smooth threshold autoregressive models.

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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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Bibliographic Details
Main Author:	Nur, Darfiana
Format:	Thesis
Language:	English
Published:	Curtin University 1998
Subjects:	parameter estimation STAR model smooth threshold autoregressive model
Online Access:	http://hdl.handle.net/20.500.11937/1834

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