Asymmetric vector moving average models: estimation and testing (Q2032234): Difference between revisions

@@ Property / DOI @@
-.1007/s00180-020-01056-1
@@ Property / DOI: 10.1007/s00180-020-01056-1 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00180-020-01056-1
+Normal rank
@@ Property / OpenAlex ID @@
+W3127332357
@@ Property / OpenAlex ID: W3127332357 / rank @@
+Normal rank
@@ Property / cites work @@
+Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach
+Normal rank
@@ Property / cites work @@
+Generalized method of moment and indirect estimation of the ARasMA model
+Normal rank
@@ Property / cites work @@
+Testing linearity against nonlinear moving average models
+Normal rank
@@ Property / cites work @@
+Invertibility of non-linear time series models
@@ Property / cites work: Invertibility of non-linear time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Large shocks vs. small shocks. (Or does size matter? May be so.)
+Normal rank
@@ Property / cites work @@
+Vector Threshold Moving Average Models: Model Specification and Invertibility
+Normal rank
@@ Property / cites work @@
+Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
+Normal rank
@@ Property / cites work @@
+Automatic Block-Length Selection for the Dependent Bootstrap
+Normal rank
@@ Property / cites work @@
+MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT
+Normal rank
@@ Property / cites work @@
+Q4236683
@@ Property / cites work: Q4236683 / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles
+Normal rank
@@ Property / DOI @@
+.1007/S00180-020-01056-1
@@ Property / DOI: 10.1007/S00180-020-01056-1 / rank @@
+Normal rank