Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models
The class of threshold autoregressive models has been proven to be a powerful and appropriate tool to describe many dynamical phenomena in different fields. In this work, we deploy the threshold autoregressive moving-average framework to revisit the analysis of the benchmark Canadian lynx time serie...
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| Format: | Article |
| Language: | English |
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University of Bologna
2021-03-01
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| Series: | Statistica |
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| Online Access: | https://rivista-statistica.unibo.it/article/view/11478 |