Pages that link to "Item:Q4944541"
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The following pages link to On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model (Q4944541):
Displaying 6 items.
- Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs (Q6067517) (← links)
- Testing for Threshold Effects in the TARMA Framework (Q6092951) (← links)
- Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)
- On Mixture Double Autoregressive Time Series Models (Q6616614) (← links)
- Stability in threshold VAR models (Q6645256) (← links)
- On ergodicity of threshold ARMA\((m, p, q)\) models (Q6670080) (← links)