scientific article; zbMATH DE number 3872513
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- scientific article; zbMATH DE number 3837221 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS
- A new look at the statistical model identification
- Fitting models in time series analysis
- Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
- Non-linear threshold autoregressive models for non-linear random vibrations
- Nonlinear autoregressive processes
Cited in
(35)- On the skew-normal calibration model
- Modelling air pollution data by the skew-normal distribution
- Linear process bootstrap unit root test
- Thresholds of moving averages of stationary processes for given target significant levels
- Times series models with thresholds
- On an absolute autoregressive model and skew symmetric distributions
- The marginal distribution function of threshold-type processes with central symmetric innovations
- A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS
- Self-exciting threshold binomial autoregressive processes
- The second-order bias and mean squared error of estimators in time-series models
- On the stationary marginal distributions of subclasses of multivariate setar processes of order one
- Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes
- On asymmetric distributions of copula related random variables which includes the skew-normal ones
- On bivariate threshold Poisson integer-valued autoregressive processes
- The Stationary Marginal Distribution of a Threshold AR(1) Process
- scientific article; zbMATH DE number 3850327 (Why is no real title available?)
- scientific article; zbMATH DE number 4123394 (Why is no real title available?)
- Information quantity evaluation of nonlinear time series processes and applications
- Further Results on a Class of Distributions which Includes the Normal Ones – Looking Back
- Efficient Estimation for Models With Nonlinear Heteroscedasticity
- Shapiro–Wilk test for skew normal distributions based on data transformations
- A note on skew-elliptical distributions and linear functions of order statistics
- Corrected confidence intervals for parameters in adaptive linear models
- Infinite divisibility of skew Gaussian and Laplace laws
- Inference for modulated stationary processes
- Statistical implications of selectively reported inferential results
- On the independence of singular multivariate skew-normal sub-vectors
- An integer-valued threshold autoregressive process based on negative binomial thinning
- On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
- Gaussian copula marginal regression
- Information quantity evaluation of multivariate SETAR processes of order one and applications
- Continuous-time threshold AR(1) processes
- Density estimation for nonlinear parametric models with conditional heteroscedasticity
- On calculation of stationary density of autoregressive processes.
- Stationary distribution of absolute autoregression
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