Pages that link to "Item:Q3018537"
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The following pages link to Identification of TAR models using recursive estimation (Q3018537):
Displaying 5 items.
- LASSO estimation of threshold autoregressive models (Q888321) (← links)
- A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)
- Adaptive parameter estimation in self-exciting threshold autoregressive models (Q4232099) (← links)
- Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models (Q4921600) (← links)
- TAR Modeling with Missing Data when the White Noise Process Follows a Student’s t-Distribution (Q5114041) (← links)