Threshold Models

  • Howell Tong
Part of the Lecture Notes in Statistics book series (LNS, volume 21)


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).


SETAR Model Threshold Model Stable Limit Cycle Spectral Density Function Cyclical Movement 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag New York Inc. 1983

Authors and Affiliations

  • Howell Tong
    • 1
  1. 1.Department of StatisticsThe Chinese University of Hong KongShatin, NTHong Kong

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