Pages that link to "Item:Q880479"
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The following pages link to Ergodicity and invertibility of threshold moving-average models (Q880479):
Displayed 18 items.
- Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
- On moving-average models with feedback (Q418252) (← links)
- The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
- Deviation inequalities and moderate deviations for estimators of parameters in TAR models (Q1946946) (← links)
- Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
- An empirical study on the parsimony and descriptive power of TARMA models (Q2664997) (← links)
- ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
- Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907) (← links)
- Statistical Properties of Threshold Models (Q3396353) (← links)
- Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
- Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
- The Marginal Density of a TMA(1) Process (Q5111858) (← links)
- Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
- On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes (Q5382479) (← links)
- A note on moving‐average models with feedback (Q5397962) (← links)
- Testing for Threshold Effects in the TARMA Framework (Q6092951) (← links)
- (Q6100931) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)