The following pages link to (Q4947010):
Displaying 16 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)
- Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis (Q1658309) (← 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)
- Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
- Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
- Testing for structural change of AR model to threshold AR model (Q5495700) (← links)
- Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916) (← links)
- Testing for Threshold Effects in the TARMA Framework (Q6092951) (← links)
- The validity of bootstrap testing for threshold autoregression (Q6190947) (← 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)
