Discussion of 'Threshold models in time series analysis-30 years on'

作者：Brockwell Peter^*

来源：Statistics and Its Interface, 2011, 4(2): 129-130.

• Threshold model
• Non-linear time series
• Continuous time
• Ergodicity

The paper, Threshold models in time series analysis - 30 years on, of Howell Tong is discussed and some remarks on the impact and possible future development of threshold models and their continuous-time analogues are made.

• 出版日期2011