Abstract
The idea of using piecewise linear models in a systematic way for the modelling of discrete time series data was first mentioned in Tong (1977a) and reported in Tong (1978a, 1978b, 1980). A comprehensive account, together with numerous applications and discussion, is available in Tong and Lim (1980).
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© 1983 Springer-Verlag New York Inc.
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Tong, H. (1983). Threshold Models. In: Threshold Models in Non-linear Time Series Analysis. Lecture Notes in Statistics, vol 21. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-7888-4_3
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DOI: https://doi.org/10.1007/978-1-4684-7888-4_3
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-90918-9
Online ISBN: 978-1-4684-7888-4
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