Multivariate contemporaneous-threshold autoregressive models (Q737288): Difference between revisions

@@ Property / OpenAlex ID @@
+W3123861484
@@ Property / OpenAlex ID: W3123861484 / rank @@
+Normal rank
@@ Property / cites work @@
+Regression Analysis when the Dependent Variable Is Truncated Normal
+Normal rank
@@ Property / cites work @@
+On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
+Normal rank
@@ Property / cites work @@
+A new statistic and practical guidelines for nonparametric Granger causality testing
+Normal rank
@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
+Normal rank
@@ Property / cites work @@
+Contemporaneous threshold autoregressive models: estimation, testing and forecasting
+Normal rank
@@ Property / cites work @@
+On a mixture vector autoregressive model
@@ Property / cites work: On a mixture vector autoregressive model / rank @@
+Normal rank
@@ Property / cites work @@
+Computing the joint spectral radius
@@ Property / cites work: Computing the joint spectral radius / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric equivalence of groups.
@@ Property / cites work: Geometric equivalence of groups. / rank @@
+Normal rank
@@ Property / cites work @@
+Miscellanea. A note on tests for nonlinearity in a vector time series
+Normal rank
@@ Property / cites work @@
+Functional coefficient autoregressive models for vector time series
+Normal rank
@@ Property / cites work @@
+Model Selection in Threshold Models
@@ Property / cites work: Model Selection in Threshold Models / rank @@
+Normal rank
@@ Property / cites work @@
+Chapter 4 The Vector Floor and Ceiling Model
@@ Property / cites work: Chapter 4 The Vector Floor and Ceiling Model / rank @@
+Normal rank
@@ Property / cites work @@
+Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Selecting nonlinear time series models using information criteria
+Normal rank
@@ Property / cites work @@
+Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching
+Normal rank
@@ Property / cites work @@
+Q2783444
@@ Property / cites work: Q2783444 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the term structure of interest rates using a stationary vector autoregression with regime switching
+Normal rank
@@ Property / cites work @@
+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
+Normal rank
@@ Property / cites work @@
+Asymptotic theory of statistical inference for time series
+Normal rank
@@ Property / cites work @@
+Threshold models in non-linear time series analysis
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinearity tests for time series
@@ Property / cites work: Nonlinearity tests for time series / rank @@
+Normal rank
@@ Property / cites work @@
+Testing and Modeling Multivariate Threshold Models
+Normal rank
@@ Property / cites work @@
+The Lyapunov exponent and joint spectral radius of pairs of matrices are hard - when not impossible - to compute and to approximate
+Normal rank
@@ Property / cites work @@
+SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
+Normal rank