Pages that link to "Item:Q2845020"
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The following pages link to Asymptotic theory on the least squares estimation of threshold moving-average models (Q2845020):
Displaying 15 items.
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Double generalized threshold models with constraint on the dispersion by the mean (Q1623740) (← links)
- Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion (Q1629646) (← links)
- The limiting behavior of least absolute deviation estimators for threshold autoregressive models (Q1877005) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- On threshold moving-average models (Q3838318) (← links)
- Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
- Change point estimation in regression model with response missing at random (Q5104513) (← links)
- Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
- The Marginal Density of a TMA(1) Process (Q5111858) (← links)
- Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime (Q6068051) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
- Estimation of generalized threshold autoregressive models (Q6164720) (← links)
- Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates (Q6616629) (← links)
