Predictive density criterion for SETAR models
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Publication:5082828
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Cites work
- scientific article; zbMATH DE number 4166446 (Why is no real title available?)
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
- scientific article; zbMATH DE number 58259 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- A multiple-threshold AR(1) model
- A note on the corrected Akaike information criterion for threshold autoregressive models
- A review of threshold time series models in finance
- A threshold AR(1) model
- BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
- Bootstrap order selection for SETAR models
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Cross-validation criteria for SETAR model selection
- Estimating the dimension of a model
- Improved model selection criteria for SETAR time series models
- On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
- On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
- Predictive Density Order Selection of Periodic AR Models
- Testing and Modeling Threshold Autoregressive Processes
- The model selection criterion AICu.
- Threshold models in non-linear time series analysis
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