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

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-Zhi-Qiang Zhang
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+Zhi-Qiang Zhang
@@ Property / author: Zhi-Qiang Zhang / rank @@
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@@ Property / describes a project that uses @@
+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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@@ Property / cites work @@
+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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+The Lindeberg-Levy Theorem for Martingales
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+ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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@@ Property / cites work @@
+Testing for threshold autoregression
@@ Property / cites work: Testing for threshold autoregression / rank @@
+Normal rank
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+A multiple-threshold AR(1) model
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+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
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+A note on the invertibility of nonlinear ARMA models
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+On threshold moving-average models
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+Some Algorithms for Linear Spline and Piecewise Multiple Linear Regression
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+Recursive estimation of mixed autoregressive-moving average order
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+Sample Splitting and Threshold Estimation
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+A note on moving‐average models with feedback
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+Q3502474
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+On moving-average models with feedback
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+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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+Testing for a linear MA model against threshold MA models
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+Ergodicity and invertibility of threshold moving-average models
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+On strict stationarity and ergodicity of a non-linear ARMA model
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+STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
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+Nonlinearity tests for time series
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+Conditional Heteroscedastic Time Series Models
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+Testing and Modeling Threshold Autoregressive Processes
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+Analysis of Financial Time Series
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+Testing for threshold autoregression with conditional heteroscedasticity
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+Q4947010
@@ Property / cites work: Q4947010 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5130374