Pages that link to "Item:Q817980"

The following pages link to Testing for a linear MA model against threshold MA models (Q817980):

Displaying 17 items.

• Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
• The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
• A note on the invertibility of nonlinear ARMA models (Q993810) (← links)
• ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
• Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907) (← links)
• Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
• Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach (Q2974930) (← links)
• Statistical Properties of Threshold Models (Q3396353) (← links)
• Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
• Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
• The Marginal Density of a TMA(1) Process (Q5111858) (← links)
• Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
• A note on moving‐average models with feedback (Q5397962) (← links)
• Testing for structural change of AR model to threshold AR model (Q5495700) (← links)
• Testing for Threshold Effects in the TARMA Framework (Q6092951) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
• The validity of bootstrap testing for threshold autoregression (Q6190947) (← links)