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On a Threshold Double Autoregressive Model
16 references·3 citing·36 second hop
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References

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  • 1996On a double-threshold autoregressive heteroscedastic time series model

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211 cited

Cited by

  • 2015Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates29 cited
  • 2015Asymptotic inference in multiple-threshold double autoregressive models25 cited
  • 2019Strict stationarity testing and GLAD estimation of double autoregressive models14 cited