The following pages link to A multiple-threshold AR(1) model (Q3702332):
Displaying 50 items.
- Introduction to m-m processes (Q269401) (← links)
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
- A bivariate INAR(1) model with different thinning parameters (Q284209) (← links)
- On moving-average models with feedback (Q418252) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- On non-stationary threshold autoregressive models (Q638764) (← links)
- On the central limit theorem for an ergodic Markov chain (Q689171) (← links)
- Estimation of a multiple-threshold \(AR(p)\) model (Q713826) (← links)
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
- Qualitative threshold ARCH models (Q1185111) (← links)
- On maximum likelihood estimators for a threshold autoregression (Q1299006) (← links)
- On continuous-time threshold ARMA processes (Q1330197) (← links)
- Adaptive estimation in time-series models (Q1359426) (← links)
- On a threshold autoregression with conditional heteroscedastic variances (Q1368891) (← links)
- Stability of nonlinear AR(1) time series with delay (Q1613619) (← links)
- Sequential point estimation of parameters in a threshold AR(1) model (Q1613666) (← links)
- Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413) (← links)
- A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes (Q1934115) (← links)
- Systematic small sample bias in two regime SETAR model estimation (Q1934726) (← links)
- On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models (Q1971378) (← links)
- Unit root testing in presence of a double threshold process (Q2397962) (← links)
- SETAR model selection -- a bootstrap approach (Q2488425) (← links)
- Testing for a unit root against transitional autoregressive models (Q2812318) (← links)
- Asymptotic theory on the least squares estimation of threshold moving-average models (Q2845020) (← links)
- A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach (Q2968467) (← links)
- Statistical Properties of Threshold Models (Q3396353) (← links)
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS (Q3713255) (← links)
- ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL (Q3736760) (← links)
- On nonlinear models for time series (Q4203659) (← links)
- An algorithm for determining the chaos of tar(l) (Q4861305) (← links)
- Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
- Predictive density criterion for <i>SETAR</i> models (Q5082828) (← links)
- Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
- Subgeometric ergodicity and <i>β</i>-mixing (Q5152513) (← links)
- (Q5294315) (← links)
- Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach (Q5309311) (← links)
- On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes (Q5382479) (← links)
- Unit root tests in three‐regime SETAR models (Q5488515) (← links)
- 一种基于D-S 和ARIMA 的多模型软测量方法 (Q5498043) (← links)
- A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505) (← links)
- Fixed size confidence regions for parameters of threshold AR(1) models (Q5945260) (← links)
