The following pages link to Marcella Niglio (Q430850):
Displaying 15 items.
- Local unit roots and global stationarity of TARMA models (Q430852) (← links)
- Multi-step forecasts from threshold ARMA models using asymmetric loss functions (Q635899) (← links)
- Predictor distribution and forecast accuracy of threshold models (Q1767020) (← links)
- Unit root testing in presence of a double threshold process (Q2397962) (← links)
- The moments of SETARMA models (Q2489874) (← links)
- Threshold Vector Arma Models (Q2792294) (← links)
- (Q2888110) (← links)
- Vector Threshold Moving Average Models: Model Specification and Invertibility (Q2930692) (← links)
- Statistical Properties of Threshold Models (Q3396353) (← links)
- Threshold Structures in Economic and Financial Time Series (Q4561917) (← links)
- (Q4593694) (← links)
- (Q5297406) (← links)
- (Q5386649) (← links)
- (Q5448374) (← links)
- Linear approximation of the threshold autoregressive model: an application to order estimation (Q6163484) (← links)
