Pages that link to "Item:Q4272766"
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The following pages link to BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES (Q4272766):
Displayed 9 items.
- Bayesian prediction in threshold autoregressive models with exponential white noise (Q882922) (← links)
- Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
- A Bayesian analysis of generalized threshold autoregressive models (Q1807914) (← links)
- On inference for threshold autoregressive models. (Q1872852) (← links)
- Parameter uncertainty and impulse response analysis (Q1915467) (← links)
- Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
- Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (Q3615079) (← links)
- Adaptive parameter estimation in self-exciting threshold autoregressive models (Q4232099) (← links)
- Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data (Q4681056) (← links)