Pages that link to "Item:Q4898338"
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The following pages link to Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models (Q4898338):
Displaying 9 items.
- SETAR-Tree: a novel and accurate tree algorithm for global time series forecasting (Q6134328) (← links)
- Financial development, political instability, trade openness and growth in Brazil: evidence from a new dataset, 1890--2003 (Q6138870) (← links)
- Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model (Q6190951) (← links)
- Recursive search-based identification algorithms for the exponential autoregressive time series model with coloured noise (Q6598712) (← links)
- Bayesian estimation and model selection of a multivariate smooth transition autoregressive model (Q6626167) (← links)
- A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity (Q6626333) (← links)
- Adaptive deep learning for nonlinear time series models (Q6632604) (← links)
- Does a meta-combining method lead to more accurate forecasts in the decision-making process? (Q6660166) (← links)
- Asymmetric smooth transition autoregressive model in forecasting finance rate on consumer installment loans at commercial banks (Q6669567) (← links)