The following pages link to (Q4272484):
Displaying 11 items.
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Likelihood ratio tests for multiple structural changes (Q1298460) (← links)
- Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- What does Google say about credit developments in Brazil? (Q6039097) (← links)
- Testing for Threshold Effects in the TARMA Framework (Q6092951) (← links)
- The validity of bootstrap testing for threshold autoregression (Q6190947) (← links)
