The following pages link to (Q4858544):
Displaying 15 items.
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Reliable detection of nonlinearity in experimental time series with strong periodic components (Q1375612) (← links)
- Weighted-averaging estimator for possible threshold in segmented linear regression model (Q2317277) (← links)
- Self-exciting threshold models for time series of counts with a finite range (Q2803404) (← links)
- Fitting of self-exciting threshold autoregressive moving average nonlinear time-series model through genetic algorithm and development of out-of-sample forecasts (Q2934851) (← links)
- Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach (Q2974930) (← links)
- (Q3143833) (← links)
- On the uniform ergodicity of Markov processes of order 2 (Q4435687) (← links)
- (Q4909636) (← links)
- (Q4909782) (← links)
- On the complex dynamics of functional-coefficients nonlinear autoregressive time series models (Q5267928) (← links)
- (Q5389649) (← links)
- (Q5389655) (← links)
- (Q5389791) (← links)
- (Q5389852) (← links)
