Self-exciting Threshold Autoregressive Model with Application to Crude Oil Production in Nigeria
J. N. Onyeka-Ubaka & O. A. Ebiringa · Asian Journal of Probability and Statistics · 2023
In the last two years the price of oil and its fluctuations have reached levels never recorded in the history of international oil markets. The determinants of past, current, and future levels of the price of oil and its fluctuations have been the subject of analysis by academics...
Open access
Research Article
10.9734/ajpas/2023/v22i1473