Pages that link to "Item:Q5243737"
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The following pages link to Statistical Inference for Structurally Changed Threshold Autoregressive Models (Q5243737):
Displaying 10 items.
- Subsampling inference in threshold autoregressive models (Q262833) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- Optimal change-point estimation in time series (Q2054501) (← links)
- Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978) (← links)
- Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (Q3729867) (← links)
- An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)
- Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs (Q6067517) (← links)
