A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357): Difference between revisions

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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Inference in TAR Models
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+STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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+Q3928091
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+Analysis of Financial Time Series
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+SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
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+Nonlinear Regression with Dependent Observations
@@ Property / cites work: Nonlinear Regression with Dependent Observations / rank @@
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+.1016/J.ECONLET.2009.01.020
@@ Property / DOI: 10.1016/J.ECONLET.2009.01.020 / rank @@
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