Using threshold autoregressive models to study dyadic interactions

DOI10.1007/S11336-009-9113-4MaRDI QIDQ1048654zbMATH OpenOpenAlexWikidataFDO

Authors Ellen L. Hamaker, Han L. J. van der Maas, Zhi-Yong Zhang

Publication date 7 January 2010

Published in Psychometrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s11336-009-9113-4

zbMATH Keywords

autoregressivedynamic systemdyadic interactionTAR model

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15) Inference from stochastic processes and spectral analysis (62M15) Applications of dynamical systems (37N99)

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Cites work

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• scientific article; zbMATH DE number 3742453 (Why is no real title available?)
• scientific article; zbMATH DE number 3591256 (Why is no real title available?)
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• Inference in TAR Models
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• Mathematical biology. Vol. 1: An introduction.
• Nonlinear time series. Nonparametric and parametric methods
• Subsampling inference in threshold autoregressive models
• Testing and Modeling Multivariate Threshold Models
• The impact of bootstrap methods on time series analysis

Cited in

(5)

• Exploring the dynamics of dyadic interactions via hierarchical segmentation
• Get over it! A multilevel threshold autoregressive model for state-dependent affect regulation
• Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation
• An idiographic approach to estimating models of dyadic interactions with differential equations
• Modelling dyadic interaction with Hawkes processes

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