Nonlinearity testing and modeling for threshold moving average models (Q5130374): Difference between revisions

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+Zhi-Qiang Zhang
@@ Property / author: Zhi-Qiang Zhang / rank @@
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+FinTS
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+MaRDI publication profile
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+https://doi.org/10.1080/02664763.2015.1043872
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+W2181538503
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@@ Property / cites work @@
+A new look at the statistical model identification
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+Estimating threshold subset autoregressive moving-average models by genetic algorithms
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+Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
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+ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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+Testing for threshold autoregression
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+A multiple-threshold AR(1) model
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+Analysis of Financial Time Series
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+Testing for threshold autoregression with conditional heteroscedasticity
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