scientific article; zbMATH DE number 2204338

MaRDI QIDQ5316012zbMATH OpenFDO

Authors Yidang Yang, Yuan Li

Publication date 12 September 2005

zbMATH Keywords

heteroscedasticityopen-loop autoregressive modelsimulationsthresholds

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric regression and quantile regression (62G08) Hypothesis testing in multivariate analysis (62H15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• scientific article; zbMATH DE number 1271139

Cited in

(4)

• Threshold variable selection by wavelets in open-loop threshold autoregressive models
• Wavelet estimation of thresholds and time delay for a double-threshold autoregressive heteroscedastic time series model
• Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models
• scientific article; zbMATH DE number 1271139 (Why is no real title available?)

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