Pages that link to "Item:Q888334"

The following pages link to Asymptotic inference in multiple-threshold double autoregressive models (Q888334):

Displaying 9 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)
• Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models (Q6175549) (← links)