| Abstract |
This talk traces the history and reviews the development of the threshold models in time series analysis over the past 48 years. In doing so, I will highlight important areas of research that these models have interacted with, e.g. ergodicity of Markov systems, test for multi-modality, skew-normal distributions, heteroscedasticity, panel time series, volatility and others. I will also describe applications in actuarial science, ecology, economics, finance and others. |
