The following pages link to (Q3486695):
Displaying 31 items.
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
- Bayes factors and nonlinearity: Evidence from economic time series (Q1305670) (← links)
- On a threshold autoregression with conditional heteroscedastic variances (Q1368891) (← links)
- Panel kink regression with an unknown threshold (Q1782319) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- Discussion of `An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas (Q1934283) (← links)
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models (Q1934285) (← links)
- Generalized threshold latent variable model (Q2002582) (← links)
- Threshold factor models for high-dimensional time series (Q2305974) (← links)
- A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
- A hidden Markov regime-switching smooth transition model (Q2691768) (← links)
- Empirical Likelihood for Threshold Autoregressive Models (Q2884896) (← links)
- Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
- Identification of TAR models using recursive estimation (Q3018537) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- Modelling Asymmetric Behaviour in Time Series: Identification Through PSO (Q4561920) (← links)
- Bootstrap order selection for SETAR models (Q5220715) (← links)
- Testing for structural change of AR model to threshold AR model (Q5495700) (← links)
- Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study (Q5877575) (← links)
- Testing for Threshold Effects in the TARMA Framework (Q6092951) (← links)
- The validity of bootstrap testing for threshold autoregression (Q6190947) (← links)
- Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
- Regression Kink With an Unknown Threshold (Q6616609) (← links)
- Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models (Q6616615) (← links)
- Estimation and testing of kink regression model with endogenous regressors (Q6661257) (← links)
