In this paper we propose a smooth transition tree model for both the conditional mean and variance of the short-term interest rate process. The estimation of such models is addressed and the asymptotic properties of the quasi-maximum likelihood estimator are derived. Model specification is also disc
Short-term fisheries forecasting: comparison of smoothing, ARIMA and regression techniques
โ Scribed by K. I. Stergiou
- Book ID
- 108906082
- Publisher
- John Wiley and Sons
- Year
- 1991
- Tongue
- English
- Weight
- 625 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0175-8659
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