Pages that link to "Item:Q5413292"
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The following pages link to Testing for the buffered autoregressive processes (Q5413292):
Displaying 10 items.
- Smooth buffered autoregressive time series models (Q2301087) (← links)
- Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← links)
- On hysteretic vector autoregressive model with applications (Q5107318) (← links)
- Unit Root Testing on Buffered Autoregressive Model (Q5109929) (← links)
- On double hysteretic heteroskedastic model (Q5222509) (← links)
- Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time-varying correlations (Q6574634) (← links)
- Self-exciting hysteretic binomial autoregressive processes (Q6579373) (← links)
- On a buffered threshold autoregressive stochastic volatility model (Q6580756) (← links)
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
- Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates (Q6616629) (← links)
