Pages that link to "Item:Q5413275"
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The following pages link to On conditionally heteroscedastic AR models with thresholds (Q5413275):
Displaying 9 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
- Threshold regression with endogeneity (Q1706444) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
- Testing for Threshold Effects in the TARMA Framework (Q6092951) (← links)
