Pages that link to "Item:Q4843936"
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The following pages link to On Tests for Self-Exciting Threshold Autoregressive-Type Non-Linearity in Partially Observed Time Series (Q4843936):
Displaying 10 items.
- Comparing several parametric and nonparametric approaches to time series clustering: a simulation study (Q286626) (← links)
- Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
- Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic (Q2317179) (← links)
- An alternative sequential method for the state estimation of a partially observed SETAR(1) process (Q2667617) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series (Q3753349) (← links)
- Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data (Q4681056) (← links)
- (Q5101733) (← links)
- Asset allocation under threshold autoregressive models (Q5414497) (← links)
- Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996) (← links)
