Bootstrapping Threshold Autoregressive Models (Q3298676): Difference between revisions

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+W1520031055
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+Q5663204
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+Sieve bootstrap for time series
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+Matched-block bootstrap for dependent data
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+Q4203556
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+Cross‐validation Criteria for Setar Model Selection
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+Q4318617
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+On blocking rules for the bootstrap with dependent data
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+Q4315277
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+The jackknife and the bootstrap for general stationary observations
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+Q3928091
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+Threshold models in non-linear time series analysis
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+Q3999154
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+Testing and Modeling Threshold Autoregressive Processes
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+A note on the corrected Akaike information criterion for threshold autoregressive models
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