The following pages link to The moments of SETARMA models (Q2489874):
Displaying 5 items.
- Multi-step forecasts from threshold ARMA models using asymmetric loss functions (Q635899) (← links)
- Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
- An alternative sequential method for the state estimation of a partially observed SETAR(1) process (Q2667617) (← links)
- Statistical Properties of Threshold Models (Q3396353) (← links)
- On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One (Q5111853) (← links)