Pages that link to "Item:Q1368891"

The following pages link to On a threshold autoregression with conditional heteroscedastic variances (Q1368891):

Displaying 13 items.

• A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
• The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
• A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
• Testing for a linear MA model against threshold MA models (Q817980) (← links)
• Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
• Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process (Q2467375) (← links)
• ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
• Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)
• On Some Models for Value-At-Risk (Q3063860) (← links)
• Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632) (← links)
• On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process (Q3463538) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
• Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)