Pages that link to "Item:Q2930881"

The following pages link to Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881):

Displaying 7 items.

• Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
• Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing (Q5039813) (← links)
• Statistical Inference for Structurally Changed Threshold Autoregressive Models (Q5243737) (← links)
• Testing for structural change of AR model to threshold AR model (Q5495700) (← links)
• An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)
• Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
• Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates (Q6616629) (← links)