The following pages link to (Q3999154):
Displaying 50 items.
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Detecting chaos requires careful analysis of nearly periodic data (Q603451) (← links)
- Nonlinear and chaotic analysis of a financial complex system (Q605261) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- A general science-based framework for dynamical spatio-temporal models (Q619127) (← links)
- Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends (Q622243) (← links)
- Variance estimation in nonlinear autoregressive time series models (Q622460) (← links)
- A self-organizing state space model and simplex initial distribution search (Q626199) (← links)
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- Multi-step forecasts from threshold ARMA models using asymmetric loss functions (Q635899) (← links)
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- A confidence interval test for the detection of structural breaks (Q647992) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- On filtering and estimation of a threshold stochastic volatility model (Q658656) (← links)
- Comparison study of AR models on the Canadian lynx data: A close look at BDS statistic (Q671341) (← links)
- Testing nonlinear Markovian hypotheses in dynamical systems (Q678363) (← links)
- On nonergodicity for nonparametric autoregressive models (Q681119) (← links)
- Stochastic versions of chaotic time series: Generalized logistic and Hénon time series models (Q688172) (← links)
- On the central limit theorem for an ergodic Markov chain (Q689171) (← links)
- A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
- Hellinger distance estimation of general bilinear time series models (Q713820) (← links)
- Estimation of a multiple-threshold \(AR(p)\) model (Q713826) (← links)
- Forecasting with univariate TAR models (Q713837) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation (Q738398) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence (Q743766) (← links)
- Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis (Q746217) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Factor-driven two-regime regression (Q820823) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Modeling default data via an interactive hidden Markov model (Q846148) (← links)
- Nonlinear dynamical system identification with dynamic noise and observational noise (Q857171) (← links)
- A threshold cointegration test with increased power (Q870443) (← links)
- Bayesian prediction in threshold autoregressive models with exponential white noise (Q882922) (← links)
- Asymptotic theory for curve-crossing analysis (Q886113) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- LASSO estimation of threshold autoregressive models (Q888321) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- Strong consistency of the distribution estimator in the nonlinear autoregressive time series (Q893165) (← links)
