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	स्मूथ ट्रांज़िशन ऑटोरिग्रेसिव (STAR) मॉडल	एआरएफआईएमए: भिन्नात्मक समाकलित एआरएमए मॉडल
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1994	1980
प्रवर्तक	Teräsvirta (1994); van Dijk, Teräsvirta & Franses (2002)	Granger & Joyeux (1980); Hosking (1981)
प्रकार	Nonlinear time-series regime-switching model	Long-memory time series model
मौलिक स्रोत	Teräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208–218.	Granger, C. W. J. & Joyeux, R. (1980). An Introduction to Long-Memory Time Series Models and Fractional Differencing. Journal of Time Series Analysis, 1(1), 15–29.
उपनाम	smooth transition autoregressive model, LSTAR, ESTAR, logistic STAR	fractionally integrated ARMA, long-memory time series model, ARFIMA / FIGARCH, fractional differencing model
संबंधित	4	5
सारांश	The Smooth Transition Autoregressive (STAR) model is a nonlinear time-series model, developed in Teräsvirta's 1994 framework, that lets the dynamics move smoothly rather than abruptly between two regimes. The logistic variant (LSTAR) captures asymmetric business cycles and the exponential variant (ESTAR) captures purchasing-power-parity deviations.	ARFIMA is a time series model that captures long-memory behaviour using a fractional differencing parameter d, generalising the integer differencing of ARIMA. It was introduced by Granger and Joyeux (1980) and formalised by Hosking (1981) to describe series whose autocorrelations decay slowly rather than abruptly.