Pages that link to "Item:Q888334"
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The following pages link to Asymptotic inference in multiple-threshold double autoregressive models (Q888334):
Displayed 10 items.
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- On a vector double autoregressive model (Q1687197) (← links)
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Generalized threshold latent variable model (Q2002582) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
- The Marginal Density of a TMA(1) Process (Q5111858) (← links)
- On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models (Q5135327) (← links)
- Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916) (← links)
- Sample path properties of an explosive double autoregressive model (Q5862481) (← links)