Pages that link to "Item:Q888344"
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The following pages link to Threshold models in time series analysis -- some reflections (Q888344):
Displaying 11 items.
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- Forecasting with Multivariate Threshold Autoregressive Models (Q5029417) (← links)
- Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← 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)
- A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
- The validity of bootstrap testing for threshold autoregression (Q6190947) (← links)
