The Marginal Density of a TMA(1) Process (Q5111858): Difference between revisions

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-.1111/jtsa.12501
@@ Property / DOI: 10.1111/jtsa.12501 / rank @@
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+ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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+On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
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+A note on certain integral equations associated with nonlinear time series analysis
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+A note on the invertibility of nonlinear ARMA models
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+A review of threshold time series models in finance
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+Stability and the Lyapounov exponent of threshold AR-ARCH models
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+On threshold moving-average models
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+Q4158357
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+Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
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+A note on moving‐average models with feedback
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+On the least squares estimation of threshold autoregressive and moving-average models
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+ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
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+On moving-average models with feedback
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+Asymptotic inference in multiple-threshold double autoregressive models
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+Q3502474
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+Testing a linear time series model against its threshold extension
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+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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+Q5434016
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+Testing for a linear MA model against threshold MA models
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+Ergodicity and invertibility of threshold moving-average models
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+On strict stationarity and ergodicity of a non-linear ARMA model
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+Q3999154
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+Threshold models in time series analysis -- 30 years on
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+Threshold models in time series analysis -- some reflections
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+A Bayesian nonlinearity test for threshold moving average models
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+ARMA MODELS WITH ARCH ERRORS
@@ Property / cites work: ARMA MODELS WITH ARCH ERRORS / rank @@
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@@ Property / Wikidata QID @@
+Q127370655
@@ Property / Wikidata QID: Q127370655 / rank @@
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@@ Property / DOI @@
+.1111/JTSA.12501
@@ Property / DOI: 10.1111/JTSA.12501 / rank @@
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