Pages that link to "Item:Q289169"
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The following pages link to Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169):
Displaying 13 items.
- Gaussian mixture vector autoregression (Q75584) (← links)
- Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models (Q1934285) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Modeling and forecasting interval time series with threshold models (Q2418385) (← links)
- Multi-regime models for nonlinear nonstationary time series (Q2512790) (← links)
- Selecting nonlinear time series models using information criteria (Q3077654) (← links)
- Theory and Applications of TAR Model with Two Threshold Variables (Q5080144) (← links)
- A Gaussian Mixture Autoregressive Model for Univariate Time Series (Q5177974) (← links)
- Bootstrap order selection for SETAR models (Q5220715) (← links)
- A mixture autoregressive model based on Student’s <i>t</i>–distribution (Q5875239) (← links)
- Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (Q6181694) (← links)
- Bayesian inference for order determination of double threshold variables autoregressive models (Q6553223) (← links)
