Pages that link to "Item:Q411543"
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The following pages link to On parameter estimation of threshold autoregressive models (Q411543):
Displaying 27 items.
- Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- Likelihood estimation and inference in threshold regression (Q738152) (← links)
- LASSO estimation of threshold autoregressive models (Q888321) (← links)
- On nonlinear TAR processes and threshold estimation (Q893070) (← links)
- Regularized Bayesian estimation of generalized threshold regression models (Q899014) (← links)
- Numerical issues in threshold autoregressive modeling of time series (Q951427) (← links)
- Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
- On maximum likelihood estimators for a threshold autoregression (Q1299006) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- The effects of small sample bias in threshold autoregressive models (Q1934897) (← links)
- Optimal change-point estimation in time series (Q2054501) (← links)
- Fixed accuracy estimation of parameters in a threshold autoregressive model (Q2086279) (← links)
- Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
- Asymptotic normality of coefficient estimates for a multidimensional threshold autoregression model (Q2720871) (← links)
- Asymptotic theory on the least squares estimation of threshold moving-average models (Q2845020) (← links)
- Empirical Likelihood for Threshold Autoregressive Models (Q2884896) (← links)
- (Q3319642) (← links)
- (Q3385770) (← links)
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (Q3729867) (← links)
- ROBUST ESTIMATION AND HYPOTHESIS TESTS FOR FIRST-ORDER THRESHOLD AUTOREGRESSIVE MODELS (Q4014606) (← links)
- Adaptive parameter estimation in self-exciting threshold autoregressive models (Q4232099) (← links)
- Threshold quantile autoregressive models (Q4979106) (← links)
- Statistical Inference for Structurally Changed Threshold Autoregressive Models (Q5243737) (← links)
- (Q5294315) (← links)
- Estimation of generalized threshold autoregressive models (Q6164720) (← links)
- (Q6166315) (← links)
