Using threshold autoregressive models to study dyadic interactions

DOI10.1007/s11336-009-9113-4zbMath1179.62132OpenAlexW2158820681WikidataQ56928809 ScholiaQ56928809MaRDI QIDQ1048654

Ellen L. Hamaker, Han L. J. van der Maas, Zhi Yong Zhang

Publication date: 7 January 2010

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11336-009-9113-4

zbMATH Keywords

autoregressivedynamic systemdyadic interactionTAR model

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Applications of dynamical systems (37N99) Applications of statistics to psychology (62P15)

Related Items (3)

Modelling dyadic interaction with Hawkes processes ⋮ An idiographic approach to estimating models of dyadic interactions with differential equations ⋮ Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation

Cites Work

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• A sequential procedure for determining the number of regimes in a threshold autoregressive model
• Testing and Modeling Multivariate Threshold Models
• The impact of bootstrap methods on time series analysis

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