Pages that link to "Item:Q5726160"
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The following pages link to The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes (Q5726160):
Displaying 50 items.
- Estimation of Markov regime-switching regression models with endogenous switching (Q72021) (← links)
- Estimating restricted structural change models (Q278183) (← links)
- Markov regime-switching quantile regression models and financial contagion detection (Q282262) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Switching regression metamodels in stochastic simulation (Q322641) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- On identification of the threshold diffusion processes (Q421414) (← links)
- Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671) (← links)
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Regularized fuzzy clusterwise ridge regression (Q481934) (← links)
- Robust bent line regression (Q514183) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- Bootstrap confidence intervals in a switching regressions model (Q673296) (← links)
- Detecting change points in polynomial regression models with an application to cable data sets (Q705033) (← links)
- Mountain \(c\)-regressions method (Q733141) (← links)
- Testing the correlated random coefficient model (Q736669) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- Analysis of time series subject to changes in regime (Q756894) (← links)
- Ein kombiniertes Test- und Klassifikations-Problem (Q770455) (← links)
- A FORTRAN program for time-varying linear regression via flexible least squares (Q804198) (← links)
- A gradual switching regression model with autocorrelated errors (Q899823) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Distribution switching in financial time series (Q1005213) (← links)
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives (Q1007505) (← links)
- Estimating joinpoints in continuous time scale for multiple change-point models (Q1019872) (← links)
- Inference of change-point in single index models (Q1042765) (← links)
- Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
- A Bayesian analysis of some threshold switching models (Q1064707) (← links)
- Time-varying linear regression via flexible least squares (Q1116593) (← links)
- Perturbations of matrices: A theorem on the Perron vector and its applications to input-output models (Q1123800) (← links)
- Bayesian estimation of the switching regression model with autocorrelated errors (Q1166862) (← links)
- Tests for parameter changes at unknown times in linear regression models (Q1174646) (← links)
- Bayesian detection of structural changes (Q1207615) (← links)
- A Markov model for switching regressions (Q1212765) (← links)
- Some comparisons of tests for a shift in the slopes of a multivariate linear time series model (Q1222493) (← links)
- Three-dimensional object reconstruction from orthogonal projections (Q1225951) (← links)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- Dynamic linear models with Markov-switching (Q1318985) (← links)
- Limit theorems for change in linear regression (Q1323141) (← links)
- Distributions of Bayes-type change-point statistics under polynomial regression (Q1329693) (← links)
- Limit theorems for the union-intersection test (Q1347118) (← links)
- Bayesian criteria for discriminating among regression models with one possible change point (Q1361686) (← links)
- A classified bibliography of Monte Carlo studies in econometrics (Q1393801) (← links)
- A continuous threshold expectile model (Q1658402) (← links)
- Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
- A gradual switching regression model with a flexible transition path (Q1676653) (← links)
- Detecting changes in linear regression models with skew normal errors (Q1743321) (← links)
