Moving average threshold heterogeneous autoregressive (MAT-HAR) models

Kaiji Motegi, Xiaojing Cai, Shigeyuki Hamori, Haifeng Xu

Research output: Contribution to journalArticlepeer-review

Fingerprint Dive into the research topics of 'Moving average threshold heterogeneous autoregressive (MAT-HAR) models'. Together they form a unique fingerprint.

Business & Economics

Mathematics