Robust Estimation for Threshold Autoregressive Moving-Average Models
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Cites work
- A note on the consistency of a robust estimator for threshold autoregressive processes
- A note on the invertibility of nonlinear ARMA models
- A unified approach to nonlinearity, structural change, and outliers
- Adaptive consistent unit-root tests based on autoregressive threshold model
- An empirical study on the parsimony and descriptive power of TARMA models
- Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
- Asymptotics of M-estimators in two-phase linear regression models.
- Chaos: A statistical perspective
- Ergodicity and invertibility of threshold moving-average models
- Guest Editors’ Introduction: Regime Switching and Threshold Models
- scientific article; zbMATH DE number 5593959 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 1034041 (Why is no real title available?)
- Impulse response analysis for structural dynamic models with nonlinear regressors
- Influence functionals for time series (with discussion)
- On an absolute autoregressive model and skew symmetric distributions
- On robust estimation via pseudo-additive information
- On the Behaviour of Commodity Prices
- On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
- On the least squares estimation of threshold autoregressive and moving-average models
- On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models
- Robust estimation for ARMA models
- Robust heart rate variability analysis by generalized entropy minimization
- Robust model selection in generalized linear models
- Robust statistics. Theory and methods (with R)
- Testing a linear time series model against its threshold extension
- Testing for a linear MA model against threshold MA models
- Testing for Threshold Effects in the TARMA Framework
- Testing for threshold regulation in presence of measurement error
- The Influence Curve and Its Role in Robust Estimation
- The marginal density of a TMA(1) process
- The validity of bootstrap testing for threshold autoregression
- Threshold models in time series analysis -- 30 years on
- Threshold models in time series analysis -- some reflections
- Unit root tests in three‐regime SETAR models
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