Pages that link to "Item:Q4364907"

The following pages link to Testing for threshold autoregression with conditional heteroscedasticity (Q4364907):

Displaying 23 items.

• Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
• 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)
• On geometric ergodicity of the MTAR process (Q1573120) (← links)
• Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis (Q1658309) (← links)
• Generalized threshold latent variable model (Q2002582) (← links)
• The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749) (← links)
• Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
• Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632) (← links)
• A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (Q4546739) (← links)
• Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
• Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
• Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach (Q5309311) (← links)
• Testing for structural change of AR model to threshold AR model (Q5495700) (← links)
• A note on stationarity of the MTAR process on the boundary of the stationarity region (Q5958402) (← links)
• Testing for Threshold Effects in the TARMA Framework (Q6092951) (← links)
• The validity of bootstrap testing for threshold autoregression (Q6190947) (← links)
• Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
• Testing for Threshold Diffusion (Q6616608) (← links)
• Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models (Q6616615) (← links)
• Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates (Q6616629) (← links)