Pages that link to "Item:Q923569"
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The following pages link to Testing for threshold autoregression (Q923569):
Displaying 46 items.
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Testing the autoregressive parameter with the t statistic (Q761000) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion (Q1629646) (← links)
- Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis (Q1658309) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Jointly testing linearity and nonstationarity within threshold autoregressions (Q1925932) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- An empirical study on the parsimony and descriptive power of TARMA models (Q2664997) (← links)
- Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
- Effects of filtering data on testing asymmetry in threshold autoregressive models (Q2691680) (← links)
- A hidden Markov regime-switching smooth transition model (Q2691768) (← links)
- Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
- Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
- Fitting of self-exciting threshold autoregressive moving average nonlinear time-series model through genetic algorithm and development of out-of-sample forecasts (Q2934851) (← links)
- Identification of TAR models using recursive estimation (Q3018537) (← links)
- Testing a linear time series model against its threshold extension (Q3168782) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models (Q3652716) (← links)
- ROBUST ESTIMATION AND HYPOTHESIS TESTS FOR FIRST-ORDER THRESHOLD AUTOREGRESSIVE MODELS (Q4014606) (← links)
- Bayesian analysis of threshold autoregressions (Q4202677) (← links)
- Testing for threshold autoregression with conditional heteroscedasticity (Q4364907) (← links)
- Threshold Autoregression with a Unit Root (Q4531043) (← links)
- Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
- Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← 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)
- Testing for the buffered autoregressive processes (Q5413292) (← links)
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
- Testing for structural change of AR model to threshold AR model (Q5495700) (← 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)
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
- Testing for threshold regulation in presence of measurement error (Q6593369) (← links)
- Testing for Threshold Diffusion (Q6616608) (← links)
- Regression Kink With an Unknown Threshold (Q6616609) (← links)
- Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models (Q6616615) (← links)
- Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates (Q6616629) (← links)
