Pages that link to "Item:Q3729867"

The following pages link to ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (Q3729867):

Displaying 17 items.

• Law of the iterated logarithm for error density estimators in nonlinear autoregressive models (Q5077358) (← links)
• Detection of jump location curve in spatial linear regression model with two-dimensional threshold (Q5078288) (← links)
• Theory and Applications of TAR Model with Two Threshold Variables (Q5080144) (← links)
• On hysteretic vector autoregressive model with applications (Q5107318) (← links)
• Volatility clustering in the presence of time-varying model parameters (Q5128972) (← links)
• Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
• A Portmanteau Test for Smooth Transition Autoregressive Models (Q5135319) (← links)
• A local unit root test in mean for financial time series (Q5222373) (← links)
• Construction of credible intervals for nonlinear regression models with unknown error distributions (Q5240633) (← links)
• Analysing nonlinear time series with central subspace (Q5300801) (← links)
• Asset allocation under threshold autoregressive models (Q5414497) (← links)
• Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
• Nonlinear autoregressive models with optimality properties (Q5860996) (← links)
• Semiparametric transition models (Q5865519) (← links)
• Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)
• Change‐point analysis through integer‐valued autoregressive process with application to some COVID‐19 data (Q6067779) (← links)
• Smooth transition simultaneous equation models (Q6106612) (← links)