Pages that link to "Item:Q3753349"
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The following pages link to A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series (Q3753349):
Displaying 29 items.
- A bootstrap test for time series linearity (Q993830) (← links)
- A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720) (← links)
- Power of the Lagrange multiplier test for certain subdiagonal bilinear models (Q1126139) (← links)
- Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
- Testing time series linearity via goodness-of-fit methods (Q1298973) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Dynamical systems identification from time-series data: A Hankel matrix approach (Q1816618) (← links)
- Detecting nonlinearities in neuro-electrical signals: A study of synchronous local field potentials (Q1915070) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model (Q2288908) (← 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)
- Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
- Identification of TAR models using recursive estimation (Q3018537) (← links)
- On testes for threshold–type nonlinearity in irregulaly spaced time series (Q3350573) (← links)
- A Multivariate Threshold Varying Conditional Correlations Model (Q3404109) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models (Q3652716) (← links)
- On nonlinear models for time series (Q4203659) (← links)
- Asymptotic distributions of the correlation integral based statistics (Q4248691) (← links)
- Modelling Asymmetric Behaviour in Time Series: Identification Through PSO (Q4561920) (← links)
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
- Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series (Q5495065) (← links)
- Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996) (← 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)
- On the existence of stationary threshold bilinear processes (Q6581351) (← links)
- Testing for Threshold Diffusion (Q6616608) (← links)
