Pages that link to "Item:Q647177"

The following pages link to A review of threshold time series models in finance (Q647177):

Displaying 20 items.

• Threshold models in time series analysis -- some reflections (Q888344) (← links)
• Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
• Temporal clustering of time series via threshold autoregressive models: application to commodity prices (Q1703537) (← links)
• Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (Q1995836) (← links)
• Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
• Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
• Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
• Smooth buffered autoregressive time series models (Q2301087) (← links)
• Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models (Q3386479) (← links)
• A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
• Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
• The marginal distribution function of threshold-type processes with central symmetric innovations (Q5064923) (← links)
• Predictive density criterion for <i>SETAR</i> models (Q5082828) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• The Marginal Density of a TMA(1) Process (Q5111858) (← links)
• (Q5120591) (← links)
• A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
• Instability in regime switching models (Q6039107) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
• Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)