Pages that link to "Item:Q738149"
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The following pages link to On the least squares estimation of multiple-regime threshold autoregressive models (Q738149):
Displayed 34 items.
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
- Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
- Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- LASSO estimation of threshold autoregressive models (Q888321) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
- Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
- Generalized threshold latent variable model (Q2002582) (← links)
- Fixed accuracy estimation of parameters in a threshold autoregressive model (Q2086279) (← links)
- Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation (Q2290398) (← links)
- Panel threshold regressions with latent group structures (Q2294453) (← links)
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- First-order random coefficients integer-valued threshold autoregressive processes (Q2316737) (← links)
- STRUCTURAL THRESHOLD REGRESSION (Q2826005) (← links)
- Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
- THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
- ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
- Oracle Estimation of a Change Point in High-Dimensional Quantile Regression (Q4559700) (← links)
- Threshold negative binomial autoregressive model (Q4613925) (← links)
- Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
- (Q4986375) (← links)
- ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION (Q5081791) (← links)
- Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
- Change point estimation in regression model with response missing at random (Q5104513) (← links)
- Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
- Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy (Q5861442) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
- Threshold regression with nonparametric sample splitting (Q6108278) (← links)
- Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
- Estimation of generalized threshold autoregressive models (Q6164720) (← links)
- Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors (Q6170139) (← links)