Quantile self-exciting threshold autoregressive time series models (Q3608193): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2007.00551.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2135388170 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the ergodicity of \(TAR(1)\) processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression models for data with a non-zero probability of a zero response / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit Root Quantile Autoregression Inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile Autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A threshold AR(1) model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3928091 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian quantile regression / rank
 
Normal rank

Latest revision as of 03:08, 29 June 2024

scientific article
Language Label Description Also known as
English
Quantile self-exciting threshold autoregressive time series models
scientific article

    Statements

    Quantile self-exciting threshold autoregressive time series models (English)
    0 references
    0 references
    0 references
    28 February 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    Bayesian methods
    0 references
    quantile self-exciting threshold autoregressive time series
    0 references
    simulation
    0 references
    non-stationary time series
    0 references
    0 references
    0 references