| Publication | Date of Publication | Type |
|---|
| Markov switching predictors under asymmetric loss functions | 2026-04-22 | Paper |
| Screening covariates in presence of unbalanced binary dependent variable | 2026-04-22 | Paper |
Another approach for the asymptotic properties of threshold vector ARMA models
Test | 2026-04-17 | Paper |
| Statistical models to predict educational outcomes in academic transitions | 2025-10-27 | Paper |
Weighted forecasts from SETARs with single- and multiple thresholds
Statistical Methods and Applications | 2025-10-21 | Paper |
Clustering and classification of spatio-temporal data using spatial dynamic panel data models
Advances in Data Analysis and Classification. ADAC | 2025-10-09 | Paper |
| Variable selection and asymmetric links to predict credit card fraud | 2025-02-05 | Paper |
| Clustering and testing financial asset returns using the spatial dynamic panel data model | 2025-02-05 | Paper |
Testing spatial dynamic panel data models with heterogeneous spatial and regression coefficients
Journal of Time Series Analysis | 2024-09-12 | Paper |
Bootstrapping binary GEV regressions for imbalanced datasets
Computational Statistics | 2024-05-14 | Paper |
Correction to: ``Bootstrapping binary GEV regressions for imbalanced datasets''
Computational Statistics | 2024-05-14 | Paper |
Linear approximation of the threshold autoregressive model: an application to order estimation
Statistical Methods and Applications | 2023-06-26 | Paper |
Threshold structures in economic and financial time series
Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-12-13 | Paper |
| Nonparametric prediction in time series analysis: some empirical results | 2017-11-22 | Paper |
Unit root testing in presence of a double threshold process
Methodology and Computing in Applied Probability | 2017-08-14 | Paper |
Threshold vector ARMA models
Communications in Statistics. Theory and Methods | 2016-03-08 | Paper |
Vector threshold moving average models: model specification and invertibility
Advances in Theoretical and Applied Statistics | 2014-11-19 | Paper |
Local unit roots and global stationarity of TARMA models
Methodology and Computing in Applied Probability | 2012-06-26 | Paper |
| Generalization of some linear time series property to nonlinear domain | 2012-05-30 | Paper |
Multi-step forecasts from threshold ARMA models using asymmetric loss functions
Statistical Methods and Applications | 2011-08-25 | Paper |
Statistical Properties of Threshold Models
Communications in Statistics: Theory and Methods | 2009-09-18 | Paper |
| A resistant measure of heteroskedasticity in explorative time series analysis | 2008-05-14 | Paper |
| Least squares predictors for threshold models: properties and forecast evaluation | 2008-03-20 | Paper |
| The autocorrelation function in SETARMA models | 2007-07-18 | Paper |
The moments of SETARMA models
Statistics & Probability Letters | 2006-04-28 | Paper |
Predictor distribution and forecast accuracy of threshold models
Statistical Methods and Applications | 2005-03-03 | Paper |
