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Quantile self-exciting threshold autoregressive time series models

Journal of Time Series Analysis, 29(1): 186--202, 2008.
Authors: Yuzhi Cai and Julian Stander
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2007.00551.x
Tags: imported
| URL | BibTeX  
@article{Cai2008,
title = {Quantile self-exciting threshold autoregressive time series models},
author = {Yuzhi Cai and Julian Stander},
day = {01},
journal = {Journal of Time Series Analysis},
month = {Jan},
note = {doi: 10.1111/j.1467-9892.2007.00551.x},
number = {1},
pages = {186--202},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2007.00551.x},
volume = {29},
year = {2008},
keywords = {imported }
}