Statistics and Its Interface
Volume 4 (2011)
Discussion of “Threshold models in time series analysis — 30 years on”
Pages: 129 – 130
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.
threshold model, non-linear time series, continuous time, ergodicity
2010 Mathematics Subject Classification
Primary 37M10, 62M10. Secondary 91B84.