The following pages link to (Q4839937):
Displaying 12 items.
- Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- On non-stationary threshold autoregressive models (Q638764) (← links)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- Large sample inference based on multiple observations from nonlinear autoregressive processes (Q1315406) (← links)
- Looking for evidence of speculative stockholding in commodity markets (Q1350648) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
- The limiting behavior of least absolute deviation estimators for threshold autoregressive models (Q1877005) (← links)
- Fixed accuracy estimation of parameters in a threshold autoregressive model (Q2086279) (← links)
- STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q3197164) (← links)
- A local unit root test in mean for financial time series (Q5222373) (← links)
- STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS (Q5697614) (← links)
