Pages that link to "Item:Q528112"

The following pages link to Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112):

Displaying 10 items.

• Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• Fixed accuracy estimation of parameters in a threshold autoregressive model (Q2086279) (← links)
• Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
• Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
• Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
• Unit root testing in presence of a double threshold process (Q2397962) (← links)
• Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
• UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES (Q3453245) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)