Pages that link to "Item:Q1330197"
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The following pages link to On continuous-time threshold ARMA processes (Q1330197):
Displaying 5 items.
- On parameter estimation of threshold autoregressive models (Q411543) (← links)
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- ON THE APPROXIMATION OF MOMENTS FOR CONTINUOUS TIME THRESHOLD ARMA PROCESSES (Q4881707) (← links)
- Generalized Rybicki Press algorithm (Q5739744) (← links)
- Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)
