Testing for a linear MA model against threshold MA models (Q817980): Difference between revisions

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+A note on the ergodicity of nonlinear autoregressive model
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+A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
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+Q4715954
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Q5560061
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+ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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+Threshold Autoregression with a Unit Root
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+Testing for threshold autoregression
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+Q4272484
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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+A multiple-threshold AR(1) model
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+On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
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+Limiting properties of the least squares estimator of a continuous threshold autoregressive model
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+On the ergodicity of \(TAR(1)\) processes
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+On threshold moving-average models
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+Sample Splitting and Threshold Estimation
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+Asymptotics of M-estimators in two-phase linear regression models.
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+Efficient estimation in nonlinear autoregressive time-series models
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+Nonparametric model checks for time series
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+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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+On adaptive estimation in nonstationary ARMA models with GARCH errors
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+On a threshold autoregression with conditional heteroscedastic variances
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+On strict stationarity and ergodicity of a non-linear ARMA model
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+On maximum likelihood estimators for a threshold autoregression
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+Nonparametric model checks for regression
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+Conditional Heteroscedastic Time Series Models
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+Testing and Modeling Threshold Autoregressive Processes
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+Testing and Modeling Multivariate Threshold Models
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+Testing for threshold autoregression with conditional heteroscedasticity
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+Q4947010
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