Pages that link to "Item:Q3838318"
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The following pages link to On threshold moving-average models (Q3838318):
Displaying 24 items.
- Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
- Multi-step forecasts from threshold ARMA models using asymmetric loss functions (Q635899) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Thresholds of moving averages of stationary processes for given target significant levels (Q964658) (← links)
- Bayesian inference for threshold moving average models (Q2002881) (← links)
- The moments of SETARMA models (Q2489874) (← links)
- Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
- Information quantity evaluation of nonlinear time series processes and applications (Q2683574) (← links)
- Asymptotic theory on the least squares estimation of threshold moving-average models (Q2845020) (← links)
- First order threshold integer-valued moving average processes (Q2876069) (← links)
- Statistical Properties of Threshold Models (Q3396353) (← links)
- ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4012950) (← links)
- Invertibility of non-linear time series models (Q4337095) (← links)
- Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
- Simulation-based estimation of threshold moving average models with contemporaneous shock asymmetry and an application to Turkish business cycles (Q4976577) (← links)
- The marginal distribution function of threshold-type processes with central symmetric innovations (Q5064923) (← links)
- Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
- The Marginal Density of a TMA(1) Process (Q5111858) (← links)
- A multivariate descriptor method for change-point detection in nonlinear time series (Q5124766) (← links)
- Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
- (Q5285952) (← links)
- A note on moving‐average models with feedback (Q5397962) (← links)
- On Thresholds of Moving Averages with Given On-Target Significant Levels (Q5438320) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)