Asymmetric smooth transition autoregressive model in forecasting finance rate on consumer installment loans at commercial banks

Economic and finance time series are typically asymmetric and are expected to be modeled using asymmetric nonlinear time series models. The logistic smooth transition autoregressive, LSTAR, model which is an asymmetric type of the smooth transition autoregressive, is becoming popular in modeling eco...

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Bibliographic Details
Main Author: Sedigheh Zamani Mehreyan
Format: Article
Language:English
Published: Shahid Bahonar University of Kerman 2025-01-01
Series:Journal of Mahani Mathematical Research
Subjects:
Online Access:https://jmmrc.uk.ac.ir/article_4581_e5caa96076b7bfafed94b6a2a79c8823.pdf
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