Pages that link to "Item:Q737288"
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The following pages link to Multivariate contemporaneous-threshold autoregressive models (Q737288):
Displaying 11 items.
- Gaussian mixture vector autoregression (Q75584) (← links)
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
- Multivariate Continuation Ratio Models: Connections and Caveats (Q4670404) (← links)
- Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656) (← links)
- Forecasting with Multivariate Threshold Autoregressive Models (Q5029417) (← links)
- Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
- A Gaussian Mixture Autoregressive Model for Univariate Time Series (Q5177974) (← links)
- Smooth transition simultaneous equation models (Q6106612) (← links)
- Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (Q6181694) (← links)