A bivariate threshold time series model for analyzing Australian interest rates.
W. S. ChanSiu Hung CheungPublished in: Math. Comput. Simul. (2005)
Keyphrases
- sensitivity analysis
- mathematical model
- probabilistic model
- probability distribution
- autoregressive
- statistical model
- non stationary
- management system
- database
- objective function
- high level
- cost function
- theoretical analysis
- similarity measure
- theoretical framework
- machine learning
- conceptual model
- neural network
- data sets