Pages that link to "Item:Q1330197"

The following pages link to On continuous-time threshold ARMA processes (Q1330197):

Displaying 19 items.

• On parameter estimation of threshold autoregressive models (Q411543) (← links)
• Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
• Discrete and continuous time cointegration (Q1305667) (← links)
• Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients (Q1805773) (← links)
• On the approximation of continuous time threshold ARMA processes (Q1895432) (← links)
• The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
• The local linearization scheme for nonlinear diffusion models with discontinuous coefficients (Q1962171) (← links)
• Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
• Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
• Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift (Q2428108) (← links)
• Simulation of elliptic and hypo-elliptic conditional diffusions (Q3298817) (← links)
• Structural Laplace Transform and Compound Autoregressive Models (Q3440747) (← links)
• Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data (Q4681056) (← links)
• ON THE APPROXIMATION OF MOMENTS FOR CONTINUOUS TIME THRESHOLD ARMA PROCESSES (Q4881707) (← links)
• Subsampling Continuous Parameter Random Fields and a Bernstein Inequality (Q4943297) (← links)
• THE CARMA INTEREST RATE MODEL (Q4979881) (← links)
• (Q5101733) (← links)
• Generalized Rybicki Press algorithm (Q5739744) (← links)
• Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)