Thresholdautoregressivemodel (TAR) is a nonlinear sequential model which is segmentedly linear.
门限自回归模型(TAR)是一种分段线性的非线性时间序列模型。
2
The thresholdautoregressivemodel is a kind of non-linear time series model recently established.
门限自回归模型是一种新近创立的非线性时间序列摸型。
3
This thesis is composed of two sections in which we discuss generalized spectral density test of conditional autoregressive heteroscedasticity for thresholdautoregressivemodel.