Pages that link to "Item:Q4012950"
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The following pages link to ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4012950):
Displaying 30 items.
- On moving-average models with feedback (Q418252) (← links)
- Local unit roots and global stationarity of TARMA models (Q430852) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← 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)
- Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
- On a threshold autoregression with conditional heteroscedastic variances (Q1368891) (← links)
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (Q2072816) (← links)
- The moments of SETARMA models (Q2489874) (← links)
- Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
- An empirical study on the parsimony and descriptive power of TARMA models (Q2664997) (← links)
- Information quantity evaluation of nonlinear time series processes and applications (Q2683574) (← links)
- ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
- Statistical Properties of Threshold Models (Q3396353) (← links)
- Adaptive parameter estimation in self-exciting threshold autoregressive models (Q4232099) (← links)
- Threshold Structures in Economic and Financial Time Series (Q4561917) (← links)
- Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
- The Marginal Density of a TMA(1) Process (Q5111858) (← links)
- Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
- On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes (Q5382479) (← links)
- A note on moving‐average models with feedback (Q5397962) (← links)
- A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505) (← links)
- Threshold \(\text{Arch}(1)\) processes: Asymptotic inference (Q5952056) (← links)
- Instability in regime switching models (Q6039107) (← links)
- Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)
- On the existence of stationary threshold bilinear processes (Q6581351) (← links)
- Stability in threshold VAR models (Q6645256) (← links)
- On ergodicity of threshold ARMA\((m, p, q)\) models (Q6670080) (← links)
