Pages that link to "Item:Q5391291"

The following pages link to Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models (Q5391291):

Displaying 12 items.

• Classification in segmented regression problems (Q901624) (← links)
• Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507) (← links)
• Bayesian estimation of smoothly mixing time-varying parameter GARCH models (Q1623521) (← links)
• Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
• A comparison of estimators for regression models with change points (Q1927289) (← links)
• Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (Q1995836) (← links)
• Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
• Threshold variable selection of asymmetric stochastic volatility models (Q2259328) (← links)
• Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169) (← links)
• Bayesian analysis of multiple thresholds autoregressive model (Q2358917) (← links)
• Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
• Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907) (← links)