Pages that link to "Item:Q4817926"
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The following pages link to SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926):
Displayed 15 items.
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences (Q959732) (← links)
- Linearity testing for fuzzy rule-based models (Q983052) (← links)
- Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
- A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
- An alternative procedure to test for cointegration in STAR models (Q2270462) (← links)
- Smooth transition autoregressive models and fuzzy rule-based systems: Functional equivalence and consequences (Q2459526) (← links)
- On the ARCH model with random coefficients (Q2472996) (← links)
- The Benefits of Bagging for Forecast Models of Realized Volatility (Q3063858) (← links)
- Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (Q3183725) (← links)
- (Q5446379) (← links)