Pages that link to "Item:Q647166"
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The following pages link to Threshold models in time series analysis -- 30 years on (Q647166):
Displaying 16 items.
- 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)
- Wind energy: forecasting challenges for its operational management (Q5965042) (← links)
- What does Google say about credit developments in Brazil? (Q6039097) (← links)
- Testing for Threshold Effects in the TARMA Framework (Q6092951) (← 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)
- The validity of bootstrap testing for threshold autoregression (Q6190947) (← links)
- Threshold effect in varying coefficient models with unknown heteroskedasticity (Q6567441) (← links)
- On the complementarity of ordinal patterns-based entropy and time asymmetry metrics (Q6573496) (← links)
- On the existence of stationary threshold bilinear processes (Q6581351) (← links)
- Guest Editors’ Introduction: Regime Switching and Threshold Models (Q6616604) (← 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)
- Statistical analysis of multi-day solar irradiance using a threshold time series model (Q6626436) (← links)
