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

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-.1007/s00180-020-01056-1
@@ Property / DOI: 10.1007/s00180-020-01056-1 / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s00180-020-01056-1
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+W3127332357
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@@ Property / cites work @@
+Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach
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+Generalized method of moment and indirect estimation of the ARasMA model
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+Testing linearity against nonlinear moving average models
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+Invertibility of non-linear time series models
@@ Property / cites work: Invertibility of non-linear time series models / rank @@
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+Large shocks vs. small shocks. (Or does size matter? May be so.)
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+Vector Threshold Moving Average Models: Model Specification and Invertibility
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+Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
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+Automatic Block-Length Selection for the Dependent Bootstrap
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+MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT
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+Q4236683
@@ Property / cites work: Q4236683 / rank @@
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@@ Property / cites work @@
+Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles
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@@ Property / DOI @@
+.1007/S00180-020-01056-1
@@ Property / DOI: 10.1007/S00180-020-01056-1 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2032234