Quantile self-exciting threshold autoregressive time series models (Q3608193): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: On the ergodicity of \(TAR(1)\) processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Regression models for data with a non-zero probability of a zero response / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Regression Quantiles / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Unit Root Quantile Autoregression Inference / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Quantile Autoregression / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A threshold AR(1) model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3928091 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Bayesian quantile regression / rank | |||
Normal rank |
Latest revision as of 03:08, 29 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quantile self-exciting threshold autoregressive time series models |
scientific article |
Statements
Quantile self-exciting threshold autoregressive time series models (English)
0 references
28 February 2009
0 references
Bayesian methods
0 references
quantile self-exciting threshold autoregressive time series
0 references
simulation
0 references
non-stationary time series
0 references