Pages that link to "Item:Q647166"

The following pages link to Threshold models in time series analysis -- 30 years on (Q647166):

Displaying 50 items.

• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
• Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
• On moving-average models with feedback (Q418252) (← links)
• Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
• Fitting a two phase threshold multiplicative error model (Q515143) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Threshold models in time series analysis -- some reflections (Q888344) (← links)
• On nonlinear TAR processes and threshold estimation (Q893070) (← links)
• Regularized Bayesian estimation of generalized threshold regression models (Q899014) (← links)
• Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
• What proportion of time is a particular market inefficient? {\dots} A method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions (Q1669692) (← links)
• Forecasting in nonlinear univariate time series using penalized splines (Q1685198) (← links)
• Threshold regression with endogeneity (Q1706444) (← links)
• An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
• Discussion of `An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas (Q1934283) (← links)
• DNA optimization threshold autoregressive prediction model and its application in ice condition time series (Q1954518) (← links)
• Generalized threshold latent variable model (Q2002582) (← links)
• Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
• Detecting conflicting summary statistics in likelihood-free inference (Q2058909) (← links)
• Nonlinear relationship between household composition and electricity consumption: optimal threshold models (Q2101681) (← links)
• Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
• Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
• First-order random coefficients integer-valued threshold autoregressive processes (Q2316737) (← links)
• Modeling and forecasting interval time series with threshold models (Q2418385) (← links)
• An empirical study on the parsimony and descriptive power of TARMA models (Q2664997) (← links)
• Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
• Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples (Q2691737) (← links)
• Estimation and inference of threshold regression models with measurement errors (Q2691748) (← links)
• A hidden Markov regime-switching smooth transition model (Q2691768) (← links)
• The role of the threshold effect for the dynamics of futures and spot prices of energy commodities (Q2697103) (← links)
• Threshold Vector Arma Models (Q2792294) (← links)
• Self-exciting threshold models for time series of counts with a finite range (Q2803404) (← links)
• ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
• THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
• A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
• Predictive Inference for Locally Stationary Time Series With an Application to Climate Data (Q4999170) (← links)
• Discrete Langevin-type equation for <i>p</i>-order persistent time series and procedure of its reconstruction (Q5000844) (← links)
• Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (Q5014205) (← links)
• Autoregressive density modeling with the Gaussian process mixture transition distribution (Q5063319) (← links)
• Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One (Q5111853) (← links)
• The Marginal Density of a TMA(1) Process (Q5111858) (← links)
• (Q5120591) (← links)
• A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
• NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865) (← links)
• A Gaussian Mixture Autoregressive Model for Univariate Time Series (Q5177974) (← links)
• A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
• Common threshold in quantile regressions with an application to pricing for reputation (Q5860925) (← links)
• A mixture autoregressive model based on Student’s <i>t</i>–distribution (Q5875239) (← links)