Pages that link to "Item:Q738149"

The following pages link to On the least squares estimation of multiple-regime threshold autoregressive models (Q738149):

Displaying 44 items.

• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
• Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
• Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
• LASSO estimation of threshold autoregressive models (Q888321) (← links)
• Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
• An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
• Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
• Generalized threshold latent variable model (Q2002582) (← links)
• Fixed accuracy estimation of parameters in a threshold autoregressive model (Q2086279) (← links)
• Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation (Q2290398) (← links)
• Panel threshold regressions with latent group structures (Q2294453) (← links)
• Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
• Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
• First-order random coefficients integer-valued threshold autoregressive processes (Q2316737) (← links)
• STRUCTURAL THRESHOLD REGRESSION (Q2826005) (← links)
• Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
• THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
• ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
• Oracle Estimation of a Change Point in High-Dimensional Quantile Regression (Q4559700) (← links)
• Threshold negative binomial autoregressive model (Q4613925) (← links)
• Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
• (Q4986375) (← links)
• ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION (Q5081791) (← links)
• Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
• Change point estimation in regression model with response missing at random (Q5104513) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy (Q5861442) (← links)
• Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime (Q6068051) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
• Threshold regression with nonparametric sample splitting (Q6108278) (← links)
• Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
• Segment regression model average with multiple threshold variables and multiple structural breaks (Q6490393) (← links)
• Testing for homogeneous thresholds in threshold regression models (Q6536816) (← links)
• Optimal model averaging based on leave-\(h\)-out forward-validation for threshold autoregressive models (Q6548802) (← links)
• Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
• Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models (Q6616615) (← links)
• Threshold Estimation via Group Orthogonal Greedy Algorithm (Q6616616) (← links)
• Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates (Q6616629) (← links)
• Multithreshold change plane model: estimation theory and applications in subgroup identification (Q6628124) (← links)
• Multi-threshold proportional hazards model and subgroup identification (Q6629415) (← links)
• M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold (Q6634858) (← links)
• On ergodicity of threshold ARMA\((m, p, q)\) models (Q6670080) (← links)