Dick van Dijk, Philip Hans Franses, H. Peter Boswijk. Absorption of shocks in nonlinear autoregressive models. Computational Statistics & Data Analysis, 51(9):4206-4226, 2007. [doi]
@article{DijkFB07,
title = {Absorption of shocks in nonlinear autoregressive models},
author = {Dick van Dijk and Philip Hans Franses and H. Peter Boswijk},
year = {2007},
doi = {10.1016/j.csda.2006.04.033},
url = {http://dx.doi.org/10.1016/j.csda.2006.04.033},
tags = {meta-model, Meta-Environment},
researchr = {https://researchr.org/publication/DijkFB07},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {51},
number = {9},
pages = {4206-4226},
}