Pages that link to "Item:Q4733261"
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The following pages link to Testing and Modeling Threshold Autoregressive Processes (Q4733261):
Displaying 50 items.
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← 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)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- Numerical issues in threshold autoregressive modeling of time series (Q951427) (← links)
- A double-threshold GARCH model of stock market and currency shocks on stock returns (Q960342) (← links)
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- Use of fuzzy statistical technique in change periods detection of nonlinear time series (Q1294296) (← links)
- Testing time series linearity via goodness-of-fit methods (Q1298973) (← links)
- Identification environment and robust forecasting for nonlinear time series (Q1318308) (← links)
- On continuous-time threshold ARMA processes (Q1330197) (← links)
- Looking for evidence of speculative stockholding in commodity markets (Q1350648) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- On a threshold autoregression with conditional heteroscedastic variances (Q1368891) (← links)
- Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
- Nonlinear stochastic inflation modelling using SEASETARs. (Q1413380) (← links)
- Small sample properties of the conditional least squares estimator in SETAR models (Q1583393) (← links)
- The effects of temporal aggregation on tests of linearity of a time series. (Q1589462) (← links)
- Financial stress, regime switching and spillover effects: evidence from a multi-regime global VAR model (Q1657379) (← links)
- Asymmetries and Markov-switching structural VAR (Q1657582) (← links)
- The impact of special days in call arrivals forecasting: a neural network approach to modelling special days (Q1681423) (← links)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973) (← links)
- An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
- A Bayesian analysis of generalized threshold autoregressive models (Q1807914) (← links)
- Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- On the approximation of continuous time threshold ARMA processes (Q1895432) (← links)
- Systematic small sample bias in two regime SETAR model estimation (Q1934726) (← links)
- Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- Spatial quantile estimation of multivariate threshold time series models (Q2146847) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model (Q2288908) (← links)
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
- Smooth buffered autoregressive time series models (Q2301087) (← links)
- Threshold factor models for high-dimensional time series (Q2305974) (← links)
- First-order random coefficients integer-valued threshold autoregressive processes (Q2316737) (← links)
- Bayesian analysis of multiple thresholds autoregressive model (Q2358917) (← links)
- A bivariate threshold time series model for analyzing Australian interest rates (Q2486187) (← links)
- SETAR model selection -- a bootstrap approach (Q2488425) (← links)
- Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
- Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
- Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
