Pages that link to "Item:Q2740035"
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The following pages link to Cross-validation criteria for SETAR model selection (Q2740035):
Displaying 10 items.
- Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
- SETAR model selection -- a bootstrap approach (Q2488425) (← links)
- Improved model selection criteria for SETAR time series models (Q2643276) (← links)
- Model selection in threshold models (Q2784959) (← links)
- Bootstrapping Threshold Autoregressive Models (Q3298676) (← links)
- Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (Q3615079) (← links)
- Predictive density criterion for <i>SETAR</i> models (Q5082828) (← links)
- Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996) (← links)
- Linear approximation of the threshold autoregressive model: an application to order estimation (Q6163484) (← links)
- On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models (Q6190782) (← links)