AOS

Generalized Multivariate Threshold Autoregressive Models with Linearly Partitioned Threshold Space

Authors
Gan Yuan Chun Yip Yau
Research Topics
Time Series
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Paper Information
  • Journal:
    Annals of Statistics
  • Added to Tracker:
    Mar 31, 2026
Author Details
Gan Yuan
Author
Chun Yip Yau
Author
Research Topics & Keywords
Time Series
Research Area
Citation Information
APA Format
Gan Yuan & Chun Yip Yau . Generalized Multivariate Threshold Autoregressive Models with Linearly Partitioned Threshold Space. Annals of Statistics .
BibTeX Format
@article{paper1099,
  title = { Generalized Multivariate Threshold Autoregressive Models with Linearly Partitioned Threshold Space },
  author = { Gan Yuan and Chun Yip Yau },
  journal = { Annals of Statistics },
  url = { https://www.e-publications.org/ims/submission/AOS/user/submissionFile/68570?confirm=f08a3882 }
}
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