Generalized threshold latent variable model (Q2002582): Difference between revisions

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+Basic properties of strong mixing conditions. A survey and some open questions
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+The Lindeberg-Levy Theorem for Martingales
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+Quantile self-exciting threshold autoregressive time series models
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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
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+Limiting properties of the least squares estimator of a continuous threshold autoregressive model
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+On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
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+LASSO estimation of threshold autoregressive models
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+Structural Break Estimation for Nonstationary Time Series Models
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+Break Detection for a Class of Nonlinear Time Series Models
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+Mixing: Properties and examples
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+Poisson Autoregression
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+A Central Limit Theorem for a Class of Dependent Random Variables
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+Information criteria and statistical modeling.
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+Semigroups of conditioned shifts and approximation of Markov processes
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+A martingale method for the convergence of a sequence of processes to a jump-diffusion process
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+An Introduction to Coding Theory and the Two-Part Minimum Description Length Principle
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+On the least squares estimation of threshold autoregressive and moving-average models
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+On the least squares estimation of multiple-regime threshold autoregressive models
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+Asymptotic inference in multiple-threshold double autoregressive models
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+Testing a linear time series model against its threshold extension
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+Hysteretic autoregressive time series models
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+On strict stationarity and ergodicity of a non-linear ARMA model
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+Stationarity and geometric ergodicity of a class of nonlinear ARCH models
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+A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan
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+Maximum likelihood estimation of a generalized threshold stochastic regression model
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+A continuous mapping theorem for the smallest argmax functional
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+Diffusion processes with boundary conditions
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+Threshold models in time series analysis -- 30 years on
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+Asymptotic Statistics
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+Testing for threshold autoregression with conditional heteroscedasticity
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+Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks
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+Likelihood estimation and inference in threshold regression
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