Hüseyin Tastan. Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles. Communications in Statistics - Simulation and Computation, 46(5):3870-3891, 2017. [doi]
@article{Tastan17,
title = {Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles},
author = {Hüseyin Tastan},
year = {2017},
doi = {10.1080/03610918.2015.1035447},
url = {https://doi.org/10.1080/03610918.2015.1035447},
researchr = {https://researchr.org/publication/Tastan17},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {46},
number = {5},
pages = {3870-3891},
}