The following pages link to (Q3928091):
Displaying 50 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- A new approach to model financial markets (Q394485) (← links)
- Local unit roots and global stationarity of TARMA models (Q430852) (← links)
- A location-mixture autoregressive model for online forecasting of lung tumor motion (Q483986) (← links)
- Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- Time series prediction based on data compression methods (Q522933) (← links)
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- Model-free forecasting for nonlinear time series (with application to exchange rates) (Q673738) (← links)
- Estimation of a multiple-threshold \(AR(p)\) model (Q713826) (← links)
- Forecasting with univariate TAR models (Q713837) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
- Get over it! A multilevel threshold autoregressive model for state-dependent affect regulation (Q736445) (← links)
- Inference and prediction in a multiple-structural-break model (Q737962) (← links)
- Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation (Q738398) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Estimation of high dimensional factor model with multiple threshold-type regime shifts (Q830479) (← links)
- Bayesian prediction in threshold autoregressive models with exponential white noise (Q882922) (← links)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (Q892242) (← links)
- Regularized Bayesian estimation of generalized threshold regression models (Q899014) (← links)
- A practical method for outlier detection in autoregressive time series modelling (Q911203) (← links)
- Testing the functions defining a nonlinear autoregressive time series (Q917203) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- Numerical issues in threshold autoregressive modeling of time series (Q951427) (← links)
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007) (← links)
- A multivariate threshold stochastic volatility model (Q960327) (← links)
- A double-threshold GARCH model of stock market and currency shocks on stock returns (Q960342) (← links)
- A model of portfolio optimization using time adapting genetic network programming (Q976029) (← links)
- Testing for nonlinearity in time series: the method of surrogate data (Q994938) (← links)
- Stationarity and geometric ergodicity of a class of nonlinear ARCH models (Q997428) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- Evolutionary algorithm-based learning of fuzzy neural networks. II: Recurrent fuzzy neural networks (Q1040934) (← links)
- A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357) (← links)
- Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
- A Bayesian analysis of some threshold switching models (Q1064707) (← links)
- Estimation in nonlinear time series models (Q1079909) (← links)
- Current developments in time series modelling (Q1117656) (← links)
- State space reconstruction in the presence of noise (Q1181154) (← links)
- Qualitative threshold ARCH models (Q1185111) (← links)
- On maximum likelihood estimators for a threshold autoregression (Q1299006) (← links)
- Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
