Identification of Threshold Autoregressive Moving Average Models (Q4976483): Difference between revisions

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+https://doi.org/10.1007/978-1-4939-6568-7_9
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+A new look at the statistical model identification
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+The Lindeberg-Levy Theorem for Martingales
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+ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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+Strong consistency of least squares estimators in linear regression models
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+Testing for threshold autoregression
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+A multiple-threshold AR(1) model
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+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
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+A review of threshold time series models in finance
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+Recursive estimation of mixed autoregressive-moving average order
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+Sample Splitting and Threshold Estimation
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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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+STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
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+On maximum likelihood estimators for a threshold autoregression
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+Conditional Heteroscedastic Time Series Models
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+Testing and Modeling Threshold Autoregressive Processes
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+Analysis of Financial Time Series
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+Testing for threshold autoregression with conditional heteroscedasticity
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+Q4947010
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+Publication:4976483