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