Pages that link to "Item:Q595307"

The following pages link to Threshold models in non-linear time series analysis (Q595307):

Displaying 50 items.

• Riesz estimators (Q278266) (← links)
• Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
• A smoothed least squares estimator for threshold regression models (Q289180) (← links)
• Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272) (← links)
• A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
• Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
• Local unit roots and global stationarity of TARMA models (Q430852) (← 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)
• A nonlinear model for predicting interannual changes in Calanus finmarchicus abundance in the gulf of maine (Q486016) (← links)
• Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
• Time series prediction based on data compression methods (Q522933) (← links)
• Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
• The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
• Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
• LM threshold unit root tests (Q631270) (← links)
• A confidence interval test for the detection of structural breaks (Q647992) (← links)
• A hidden Markov regime-switching model for option valuation (Q661263) (← links)
• Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
• Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
• Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
• Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation (Q738398) (← links)
• Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
• On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
• Some problems of second method of Lyapunov in discrete systems (Q810470) (← links)
• Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
• Modeling default data via an interactive hidden Markov model (Q846148) (← links)
• A threshold cointegration test with increased power (Q870443) (← links)
• Modeling nonlinearities with mixtures-of-experts of time series models (Q885621) (← links)
• Threshold models in time series analysis -- some reflections (Q888344) (← links)
• Performance fees and hedge fund return dynamics (Q897751) (← links)
• The real consequences of financial stress (Q900379) (← links)
• A practical method for outlier detection in autoregressive time series modelling (Q911203) (← links)
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
• Numerical issues in threshold autoregressive modeling of time series (Q951427) (← links)
• Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007) (← links)
• A multivariate threshold stochastic volatility model (Q960327) (← links)
• Parameter identification in noisy extended systems: a hydrodynamic case (Q992316) (← links)
• Problems in estimating dynamics from data (Q994939) (← links)
• A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720) (← links)
• Corrected confidence intervals for parameters in adaptive linear models (Q1036732) (← links)
• Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
• A Bayesian analysis of some threshold switching models (Q1064707) (← links)
• Estimation in nonlinear time series models (Q1079909) (← links)
• Recent developments in time series forecasting (Q1113249) (← links)
• Nonlinear prediction of chaotic time series (Q1119319) (← links)
• Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals (Q1129491) (← links)
• Qualitative threshold ARCH models (Q1185111) (← links)
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
• Testing time series linearity via goodness-of-fit methods (Q1298973) (← links)