Pages that link to "Item:Q1858974"
From MaRDI portal
The following pages link to Estimation and model selection based inference in single and multiple threshold models. (Q1858974):
Displayed 6 items.
- Distribution switching in financial time series (Q1005213) (← links)
- Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
- Nonlinear stochastic inflation modelling using SEASETARs. (Q1413380) (← links)
- Monitoring unit root and multiple structural changes: An information criterion approach (Q2490480) (← links)
- A descriptive method to evaluate the number of regimes in a switching autoregressive model (Q2506543) (← links)
- A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)