Pages that link to "Item:Q595307"
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The following pages link to Threshold models in non-linear time series analysis (Q595307):
Displayed 50 items.
- Some problems of second method of Lyapunov in discrete systems (Q810470) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- A threshold cointegration test with increased power (Q870443) (← links)
- Modeling nonlinearities with mixtures-of-experts of time series models (Q885621) (← links)
- A practical method for outlier detection in autoregressive time series modelling (Q911203) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- Numerical issues in threshold autoregressive modeling of time series (Q951427) (← links)
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007) (← links)
- A multivariate threshold stochastic volatility model (Q960327) (← links)
- A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720) (← links)
- A Bayesian analysis of some threshold switching models (Q1064707) (← links)
- Estimation in nonlinear time series models (Q1079909) (← links)
- Recent developments in time series forecasting (Q1113249) (← links)
- Nonlinear prediction of chaotic time series (Q1119319) (← links)
- Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals (Q1129491) (← links)
- Qualitative threshold ARCH models (Q1185111) (← links)
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
- Testing time series linearity via goodness-of-fit methods (Q1298973) (← links)
- On maximum likelihood estimators for a threshold autoregression (Q1299006) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Large sample inference based on multiple observations from nonlinear autoregressive processes (Q1315406) (← links)
- Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
- On continuous-time threshold ARMA processes (Q1330197) (← links)
- Nonlinear modeling and prediction by successive approximation using radial basis functions (Q1335306) (← links)
- Nonparametric time series regression (Q1336524) (← links)
- The MIN PFS problem and piecewise linear model estimation (Q1348259) (← links)
- Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
- On forecasting SETAR processes (Q1382188) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- A floor and ceiling model of US output (Q1391759) (← links)
- Nonlinear stochastic inflation modelling using SEASETARs. (Q1413380) (← links)
- Modified unit root tests and momentum threshold autoregressive processes. (Q1423155) (← links)
- On geometric ergodicity of the MTAR process (Q1573120) (← links)
- The effects of temporal aggregation on tests of linearity of a time series. (Q1589462) (← links)
- Sequential point estimation of parameters in a threshold AR(1) model (Q1613666) (← links)
- Spatio-temporal change-point modeling (Q1763441) (← links)
- A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973) (← links)
- A Bayesian analysis of generalized threshold autoregressive models (Q1807914) (← links)
- An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Asymptotic scaling laws for precision of parameter estimates in dynamical systems (Q1866665) (← links)
- Testing for neglected nonlinearity in regression models based on the theory of random fields (Q1871563) (← links)
- The limiting behavior of least absolute deviation estimators for threshold autoregressive models (Q1877005) (← links)
- On the approximation of continuous time threshold ARMA processes (Q1895432) (← links)
- Parameter uncertainty and impulse response analysis (Q1915467) (← links)
- Functional-coefficient partially linear regression model (Q2482616) (← links)
- A bivariate threshold time series model for analyzing Australian interest rates (Q2486187) (← links)
- SETAR model selection -- a bootstrap approach (Q2488425) (← links)
- The moments of SETARMA models (Q2489874) (← links)