Pages that link to "Item:Q4854212"
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The following pages link to BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS (Q4854212):
Displayed 15 items.
- Full predictivistic modeling of stock market data: application to change point problems (Q869180) (← links)
- Bayesian prediction in threshold autoregressive models with exponential white noise (Q882922) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- A Bayesian analysis of generalized threshold autoregressive models (Q1807914) (← links)
- A Bayesian conditional autoregressive geometric process model for range data (Q1927087) (← links)
- A comparison of estimators for regression models with change points (Q1927289) (← links)
- Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
- Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907) (← links)
- A Bayesian nonlinearity test for threshold moving average models (Q3103187) (← links)
- BAYESIAN IDENTIFICATION OF MULTIPLE CHANGE POINTS IN POISSON DATA (Q3373081) (← links)
- Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (Q3615079) (← links)
- APPLYING THE PRODUCT PARTITION MODEL TO THE IDENTIFICATION OF MULTIPLE CHANGE POINTS (Q4472831) (← links)
- Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data (Q4681056) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models (Q5958583) (← links)