Pages that link to "Item:Q1182687"

The following pages link to On the ergodicity of \(TAR(1)\) processes (Q1182687):

Displaying 20 items.

• On parameter estimation of threshold autoregressive models (Q411543) (← links)
• On moving-average models with feedback (Q418252) (← links)
• The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Testing for a linear MA model against threshold MA models (Q817980) (← links)
• LASSO estimation of threshold autoregressive models (Q888321) (← links)
• Corrected confidence intervals for parameters in adaptive linear models (Q1036732) (← links)
• On geometric ergodicity of the MTAR process (Q1573120) (← links)
• Stability of nonlinear AR(1) time series with delay (Q1613619) (← links)
• Parameter uncertainty and impulse response analysis (Q1915467) (← links)
• Deviation inequalities and moderate deviations for estimators of parameters in TAR models (Q1946946) (← links)
• Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models (Q2786481) (← links)
• ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
• Quantile self-exciting threshold autoregressive time series models (Q3608193) (← links)
• Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models (Q3653249) (← links)
• Extremes of autoregressive threshold processes (Q5320659) (← links)
• A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (Q5863653) (← links)
• A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
• Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)