Identification of TAR models using recursive estimation (Q3018537): Difference between revisions

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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Q5663204
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+A test for independence based on the correlation dimension
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+Testing for threshold autoregression
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+Q3486695
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+Q3753259
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+Properties of Predictors for Autoregressive Time Series
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+Improved model selection criteria for SETAR time series models
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+Inference in TAR Models
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+Properties of Predictors in Misspecified Autoregressive Time Series Models
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+Adaptive control
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+Q3342413
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+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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+A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series
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+Improved least squares identification
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+Threshold models in non-linear time series analysis
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+Q3999154
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+Q3928091
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+Nonlinearity tests for time series
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+Testing and Modeling Threshold Autoregressive Processes
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+Q4218227
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