Threshold time series models as multimodal distribution jump processes
Subtitle: the MATS model
By: by V. Martin.
Contributors: University of Melbourne. Department of Economics.
Series: Research paper / University of Melbourne, Department of Economics -- no.258; Research paper (University of Melbourne, Department of Economics) -- no.258.
Publisher: Dept. of Economics, University of Melbourne
Published: 1990
Place of publication: Parkville, Vic
Language: eng