Statistical Properties of Threshold Models (Q3396353): Difference between revisions

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+Q4137964
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+ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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+A multiple-threshold AR(1) model
@@ Property / cites work: A multiple-threshold AR(1) model / rank @@
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+On threshold moving-average models
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+On forecasting SETAR processes
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+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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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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+Forecasting the U.S. Unemployment Rate
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+Threshold models in non-linear time series analysis
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+Q3999154
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