SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
综述了平滑转换自回归（STAR）模型及其变体的最新进展，重点介绍了STAR非线性检验、模型评估和预测的新方法，以及多机制、时变非线性和向量时间序列等扩展模型。
This paper surveys recent developments related to the smooth transition autoregressive (STAR) time series model and several of its variants. We put emphasis on new methods for testing for STAR nonlinearity, model evaluation, and forecasting. Several useful extensions of the basic STAR model, which concern multiple regimes, time-varying non-linear properties, and models for vector time series, are also reviewed.