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SETAR (model)

Known as: Setar (disambiguation) 
In statistics, Self-Exciting Threshold AutoRegressive (SETAR) models are typically applied to time series data as an extension of autoregressive… 
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STAR modelTime seriesWhite noise

Papers overview

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2014
2014
Is South Africa's inflation target too persistent for monetary policy conduct?
Can the South African Reserve Bank’s (SARB) substantially control inflation within their set target of 3-6 percent? We sought to… 
2012
2012
Statistical Modeling of Seismicity of Van Region by Using SETAR Model
In this study, earthquake data between 24.01.1905 and 18.04.2012 of the Van region is tried to be modeled by using self-exciting… 
2011
2011
Estimation of a threshold autoregressive model under misspecification
  • M. Seo
  • 2011
  • Corpus ID: 124192345
This paper obtains an asymptotic distribution for the least squares estimator of the self-exciting threshold autoregressive model… 
2011
2011
Estimation of benchmark performance for nonlinear control systems
During the last two decades, performance assessment of control systems has been receiving wide attention. However, estimation of… 
2008
2008
A HYBRID MODELLING FRAMEWORK FOR FORECASTING MONTHLY RESERVOIR INFLOWS
The paper approaches problem of the flow forecasting for the Liptovská Mara reservoir with a hybrid modelling approach. The… 
2004
2004
Inference when a nuisance parameter is weakly identified under the null hypothesis
2003
2003
A SETAR model with long-memory dynamics
This paper presents a 2-regime SETAR model where the process under examination is governed by a long-memory process in the first… 
2001
2001
Piecewise Linear Time Series Estimation with GRASP
This paper describes a heuristic to build piecewise linear statistical models with multivariate thresholds, based on a Greedy… 
1998
1998
A comparison of ARMA and SETAR forecasts
In this paper seven monthly Indian macroeconomic time series are investigated. The series are tested for threshold nonlinearity… 
1997
1997
Schätzung, Diagnose und Prognose nicht-linearer Setar-Modelle : mit 42 abbildungen
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