Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models
From MaRDI portal
Publication:6100941
DOI10.6092/issn.1973-2201/11478OpenAlexW3137326483MaRDI QIDQ6100941
Publication date: 31 May 2023
Full work available at URL: https://doaj.org/article/3dd78340d06644fe9dda88f11c36ebc8
population dynamicsnonlinear time seriespredator-prey interactionasymmetric cycleCanadian lynx time seriesTARMA processes
Related Items (2)
Testing for Threshold Effects in the TARMA Framework ⋮ The validity of bootstrap testing for threshold autoregression
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive consistent unit-root tests based on autoregressive threshold model
- Unit root tests in time series. Volume 1. Key concepts and problems
- Unit root tests in time series. Volume 2. Extensions and developments
- Elements of nonlinear time series analysis and forecasting
- Threshold models in non-linear time series analysis
- Threshold models in time series analysis -- 30 years on
- A review of threshold time series models in finance
- On the least squares estimation of threshold autoregressive and moving-average models
- On model selection from a finite family of possibly misspecified time series models
- On the least squares estimation of multiple-regime threshold autoregressive models
- Testing for a linear MA model against threshold MA models
- Ergodicity and invertibility of threshold moving-average models
- Threshold models in time series analysis -- some reflections
- Testing for threshold autoregression
- A note on the invertibility of nonlinear ARMA models
- On the ergodicity of \(TAR(1)\) processes
- On maximum likelihood estimators for a threshold autoregression
- A note on the ergodicity of nonlinear autoregressive model
- On a threshold autoregression with conditional heteroscedastic variances
- Nonlinear time series. Nonparametric and parametric methods
- Stability and bifurcation of a delayed generalized fractional-order prey-predator model with interspecific competition
- Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
- Unit root testing in presence of a double threshold process
- Long-time behaviour of a stochastic prey--predator model.
- Improved model selection criteria for SETAR time series models
- An empirical study on the parsimony and descriptive power of TARMA models
- Model Selection in Threshold Models
- TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS
- ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
- Testing a linear time series model against its threshold extension
- On the null recurrence and transience of a first-order SETAR model
- Entropy testing for nonlinear serial dependence in time series
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
- On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
- A COMPARATIVE STUDY OF VARIOUS UNIVARIATE TIME SERIES MODELS FOR CANADIAN LYNX DATA
- On threshold moving-average models
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model
- Nonparametric and Non-Linear Models and Data Mining in time Series: A Case-Study on the Canadian Lynx Data
- On the Existence and Application of Continuous-Time Threshold Autoregressions of Order Two
- Generalised information criteria in model selection
- Threshold Autoregression with a Unit Root
- On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
- Unit root tests in three‐regime SETAR models
- Chaos: A statistical perspective
This page was built for publication: Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models