Pages that link to "Item:Q3168782"

The following pages link to Testing a linear time series model against its threshold extension (Q3168782):

Displaying 19 items.

• Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
• Generalized threshold latent variable model (Q2002582) (← links)
• A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
• Threshold Structures in Economic and Financial Time Series (Q4561917) (← links)
• Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
• Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• The Marginal Density of a TMA(1) Process (Q5111858) (← links)
• A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
• A note on moving‐average models with feedback (Q5397962) (← links)
• Testing for the buffered autoregressive processes (Q5413292) (← links)
• A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
• Testing for Threshold Effects in the TARMA Framework (Q6092951) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
• The validity of bootstrap testing for threshold autoregression (Q6190947) (← links)
• On the existence of stationary threshold bilinear processes (Q6581351) (← links)
• Testing for threshold regulation in presence of measurement error (Q6593369) (← links)
• Testing for Threshold Diffusion (Q6616608) (← links)
• Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates (Q6616629) (← links)