Threshold models in time series analysis : some reflections
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Clark, Todd E., (2012)
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Clark, Todd E., (2012)
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Modeling autoregressive processes with moving-quantiles-implied nonlinearity
Ishida, Isao, (2015)
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Frontiers in Time Series and Financial Econometrics: An Overview
Ling, Shiqing, (2015)
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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney C, (2006)
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Adaptive orthogonal series estimation in additive stochastic regression models
Wolff, Rodney C, (2006)
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