【题 名】:Testing for structural change of AR model to threshold AR model
【作 者】: István Berkes, Lajos Horváth, Shiqing Ling and Johannes Schauer
【期刊、会议、单位名称】:Journal of Time Series Analysis
【 年, 卷(期), 起止页码】:Article first published online: 24 JAN 2011 | DOI: 10.1111/j.1467-9892.2010.00714.x