scientific article; zbMATH DE number 7578249

MaRDI QIDQ5101733zbMATH OpenFDO

Authors Fabio H. Nieto, Milena Hoyos

Publication date 30 August 2022

Full work available at URL http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512011000100004&lng=en&nrm=iso&tlng=en

zbMATH Keywords

linearity testmissing datanonlinear time seriesthreshold autoregressive model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Estimation, control, and the discrete Kalman filter
• Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter
• scientific article; zbMATH DE number 3742453 (Why is no real title available?)
• scientific article; zbMATH DE number 775746 (Why is no real title available?)
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
• Markov chain Monte Carlo in conditionally Gaussian state space models
• Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data
• On continuous-time threshold ARMA processes
• On Gibbs sampling for state space models
• On Tests for Self-Exciting Threshold Autoregressive-Type Non-Linearity in Partially Observed Time Series
• Testing and Modeling Multivariate Threshold Models
• Testing for nonlinearity with partially observed time series
• Time series: theory and methods.

Cited in

(1)

• Forecasting based on a multivariate autoregressive threshold model (MTAR) with a multivariate Student’s t error distribution: A Bayesian approach

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