Pages that link to "Item:Q4339347"
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The following pages link to On the Existence and Application of Continuous-Time Threshold Autoregressions of Order Two (Q4339347):
Displaying 6 items.
- Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients (Q1805773) (← links)
- The local linearization scheme for nonlinear diffusion models with discontinuous coefficients (Q1962171) (← links)
- A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
- Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
