The idea of using piecewise linear models in a systematic way for the modelling of discrete time series data was first mentioned in Tong (1977a) and reported in Tong (1978a, 1978b, 1980). A comprehensive account, together with numerous applications and discussion, is available in Tong and Lim (1980).
KeywordsSETAR Model Threshold Model Stable Limit Cycle Spectral Density Function Cyclical Movement
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