Pages that link to "Item:Q4939806"
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The following pages link to Diagnostics for Time Series Analysis (Q4939806):
Displaying 10 items.
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- Sequentially interacting Markov chain Monte Carlo methods (Q620553) (← links)
- Comparison of nonnested asymmetric heteroskedastic models (Q1010561) (← links)
- Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723) (← links)
- Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
- On goodness of fit for time series regression models (Q2746331) (← links)
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- Restricted estimation of an adjusted time series: application to Mexico's industrial production index (Q3591978) (← links)
- On double hysteretic heteroskedastic model (Q5222509) (← links)
- Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models (Q5391291) (← links)
