Pages that link to "Item:Q5467630"
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The following pages link to Nonlinear modelling of periodic threshold autoregressions using Tsmars (Q5467630):
Displaying 7 items.
- Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality (Q257479) (← links)
- Drought forecasting using stochastic models (Q2505891) (← links)
- Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
- Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model (Q3505335) (← links)
- Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models (Q3652716) (← links)
- Estimation in periodic restricted EXPAR(1) models (Q5085063) (← links)
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
