Pages that link to "Item:Q4854211"
From MaRDI portal
The following pages link to THRESHOLD VARIABLE SELECTION IN OPEN‐LOOP THRESHOLD AUTOREGRESSIVE MODELS (Q4854211):
Displaying 10 items.
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
- Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
- Threshold variable selection of asymmetric stochastic volatility models (Q2259328) (← links)
- Threshold factor models for high-dimensional time series (Q2305974) (← links)
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
- Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process (Q5114072) (← links)
- On double hysteretic heteroskedastic model (Q5222509) (← links)
- Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
