Pages that link to "Item:Q1299006"

The following pages link to On maximum likelihood estimators for a threshold autoregression (Q1299006):

Displaying 15 items.

• Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Testing for a linear MA model against threshold MA models (Q817980) (← links)
• A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720) (← links)
• Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
• Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation (Q2290398) (← links)
• An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model (Q2682346) (← links)
• ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
• Threshold negative binomial autoregressive model (Q4613925) (← links)
• Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
• (Q4986375) (← links)
• Bootstrap order selection for SETAR models (Q5220715) (← links)
• Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood (Q5305494) (← links)
• Maximum likelihood estimation of dynamic panel threshold models (Q5860970) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)