A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357): Difference between revisions

@@ Property / cites work @@
+Q4040937
@@ Property / cites work: Q4040937 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3359644
@@ Property / cites work: Q3359644 / rank @@
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Inference in TAR Models
@@ Property / cites work: Inference in TAR Models / rank @@
+Normal rank
@@ Property / cites work @@
+STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
+Normal rank
@@ Property / cites work @@
+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Q3928091
@@ Property / cites work: Q3928091 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Financial Time Series
@@ Property / cites work: Analysis of Financial Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
+Normal rank
@@ Property / cites work @@
+Nonlinear Regression with Dependent Observations
@@ Property / cites work: Nonlinear Regression with Dependent Observations / rank @@
+Normal rank