Statistics and Its Interface

Volume 4 (2011)

Number 2

Discussion of “Threshold models in time series analysis — 30 years on”

Pages: 129 – 130

DOI: http://dx.doi.org/10.4310/SII.2011.v4.n2.a5

Author

Peter Brockwell (Colorado State University, Fort Collins, Colo., U.S.A.)

Abstract

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.

Keywords

threshold model, non-linear time series, continuous time, ergodicity

2010 Mathematics Subject Classification

Primary 37M10, 62M10. Secondary 91B84.

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