Pages that link to "Item:Q3422395"
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The following pages link to A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395):
Displaying 8 items.
- Fitting piecewise linear continuous functions (Q439615) (← links)
- Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
- Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971) (← links)
- A descriptive method to evaluate the number of regimes in a switching autoregressive model (Q2506543) (← links)
- An alternative sequential method for the state estimation of a partially observed SETAR(1) process (Q2667617) (← links)
- An elementary approach to dynamics and bifurcations of skew tent maps (Q3518587) (← links)
