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- estimation of threshold models 2016-10-26 Paper Estimation and tests for power-transformed and threshold GARCH models 2016-06-03 Paper Threshold models in time...10 bytes (17 words) - 05:21, 9 December 2023
- inference of threshold regression models with measurement errors 2023-03-30 Paper Theory and Applications of TAR Model with Two Threshold Variables 2022-05-31...10 bytes (17 words) - 18:27, 13 December 2023
- Large time behavior for discrete models in age-dependent SIS epidemics 2002-03-25 Paper Threshold methods for threshold models in age dependent population dynamics...10 bytes (16 words) - 11:55, 13 December 2023
- of a double threshold process 2017-08-14 Paper Threshold Vector Arma Models 2016-03-08 Paper Vector Threshold Moving Average Models: Model Specification...10 bytes (17 words) - 08:35, 7 October 2023
- of a double threshold process 2017-08-14 Paper Threshold Vector Arma Models 2016-03-08 Paper Vector Threshold Moving Average Models: Model Specification...10 bytes (19 words) - 23:25, 11 December 2023
- 2018-08-14 Paper Threshold Models for Integer-Valued Time Series with Infinite or Finite Range 2016-11-18 Paper Self-exciting threshold models for time series...10 bytes (18 words) - 17:24, 24 September 2023
- of large dimensional threshold factor models 2017-01-30 Paper A variable addition test for exogeneity in structural threshold models 2014-03-27 Paper A simple...10 bytes (16 words) - 06:35, 7 October 2023
- response model with a change-point due to a covariate threshold 2016-06-13 Paper A smoothed least squares estimator for threshold regression models 2016-05-27...10 bytes (17 words) - 03:17, 10 December 2023
- multivariate threshold autoregressive models with missing data 2017-04-27 Paper Bayesian analysis of multivariate threshold autoregressive models with missing...10 bytes (20 words) - 11:16, 6 October 2023
- multiple regime threshold autoregressive models 2020-09-29 Paper Blockmodeling Techniques for Web Mining 2020-07-15 Paper Bootstrapping Threshold Autoregressive...10 bytes (16 words) - 17:39, 6 October 2023
- multivariate threshold autoregressive models with missing data 2017-04-27 Paper Bayesian analysis of multivariate threshold autoregressive models with missing...10 bytes (15 words) - 11:21, 24 September 2023
- multivariate threshold autoregressive models with missing data 2017-04-27 Paper Bayesian analysis of multivariate threshold autoregressive models with missing...10 bytes (14 words) - 11:21, 24 September 2023
- Continuous Threshold Autoregressive Models 2020-05-27 Paper Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models 2017-03-10...10 bytes (16 words) - 11:11, 6 October 2023
- 2022-03-04 Paper On factor models with random missing: EM estimation, inference, and cross validation 2021-05-04 Paper Panel threshold models with interactive fixed...10 bytes (16 words) - 13:56, 24 September 2023
- volatility models 2009-12-10 Paper Optimal dynamic hedging via copula-threshold-GARCH models 2009-06-18 Paper Volatility forecasting using threshold heteroskedastic...10 bytes (19 words) - 20:32, 9 December 2023
- On the threshold hyperbolic GARCH models 2011-12-01 Paper On the least squares estimation of threshold autoregressive and moving-average models 2011-12-01...10 bytes (19 words) - 04:24, 12 December 2023
- for estimation of threshold models 2016-10-26 Paper On the least squares estimation of multiple-regime threshold autoregressive models 2016-08-15 Paper...10 bytes (17 words) - 03:33, 7 October 2023
- with Multivariate Threshold Autoregressive Models 2022-02-14 Paper On a new procedure for identifying a dynamic common factor model 2021-08-05 Paper Bayesian...10 bytes (18 words) - 09:47, 24 September 2023
- Multivariate contemporaneous-threshold autoregressive models 2016-08-10 Paper Contemporaneous threshold autoregressive models: estimation, testing and forecasting...10 bytes (18 words) - 14:24, 6 October 2023
- Multivariate contemporaneous-threshold autoregressive models 2016-08-10 Paper Contemporaneous threshold autoregressive models: estimation, testing and forecasting...10 bytes (16 words) - 23:55, 24 September 2023
