Pages that link to "Item:Q5715996"
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The following pages link to Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996):
Displaying 13 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- The real consequences of financial stress (Q900379) (← links)
- Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
- Updating Wilkie’s Economic Scenario Generator for U.S. Applications (Q4634004) (← links)
- ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE? (Q5019039) (← links)
- On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One (Q5111853) (← links)
- Multivariate time series prediction using a hybridization of VARMA models and Bayesian networks (Q5138225) (← links)
- Estimating a Banking-Macro Model Using a Multi-regime VAR (Q5258071) (← links)
- ECONOMIC SCENARIO GENERATOR AND PARAMETER UNCERTAINTY: A BAYESIAN APPROACH (Q5379411) (← links)
- Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model (Q5866092) (← links)
- A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning (Q6541943) (← links)
- Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
