Pages that link to "Item:Q951427"
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The following pages link to Numerical issues in threshold autoregressive modeling of time series (Q951427):
Displaying 9 items.
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- LASSO estimation of threshold autoregressive models (Q888321) (← links)
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- Systematic small sample bias in two regime SETAR model estimation (Q1934726) (← links)
- Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
- Testing for Threshold Diffusion (Q6616608) (← links)
- Threshold Estimation via Group Orthogonal Greedy Algorithm (Q6616616) (← links)
- Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes (Q6633190) (← links)
