Pages that link to "Item:Q5320659"
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The following pages link to Extremes of autoregressive threshold processes (Q5320659):
Displaying 7 items.
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Tail behaviour of \(\beta \)-TARCH models (Q613157) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- Extremal behavior of the autoregressive process with ARCH(1) errors (Q1613588) (← links)
- Extreme value autoregressive model and its applications (Q2320922) (← links)
- Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process (Q5114072) (← links)
- On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models (Q6190782) (← links)