The following pages link to (Q3999154):
Displaying 50 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Subsampling inference in threshold autoregressive models (Q262833) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- A smoothed least squares estimator for threshold regression models (Q289180) (← links)
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold (Q295410) (← links)
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models (Q348513) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- On parameter estimation of threshold autoregressive models (Q411543) (← links)
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
- On moving-average models with feedback (Q418252) (← links)
- From general state-space to VARMAX models (Q419456) (← links)
- On identification of the threshold diffusion processes (Q421414) (← links)
- Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
- Recent progress in discrete population dynamics (Q425889) (← links)
- Markov chain approach to identifying Wiener systems (Q439801) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
- Asymptotics for a class of generalized multicast autoregressive processes (Q457630) (← links)
- Nonparametric approach to identifying NARX systems (Q469615) (← links)
- Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- A location-mixture autoregressive model for online forecasting of lung tumor motion (Q483986) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
- Comparison of efficiency of estimates by the methods of least absolute deviations and least squares in the autoregression model with random coefficient (Q505314) (← links)
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Time series prediction based on data compression methods (Q522933) (← links)
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- On some properties of Markov chain Monte Carlo simulation methods based on the particle filter (Q528088) (← links)
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
- Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (Q543450) (← links)
