✦ LIBER ✦

THRESHOLD VARIABLE SELECTION IN OPEN-LOOP THRESHOLD AUTOREGRESSIVE MODELS

✍ Scribed by Rong Chen

Book ID: 111039799
Publisher: John Wiley and Sons
Year: 1995
Tongue: English
Weight: 839 KB
Volume: 16
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.1995.tb00247.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Threshold variable selection by wavelets

Threshold variable selection by wavelets in open-loop threshold autoregressive models

✍ Wai-Cheung Ip; Heung Wong; Yuan Li; Zhongjie Xie 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 204 KB

Wavelets are applied to identify the time delay and thresholds in open-loop threshold autoregressive models. Based on Truong and Stone's lemma, the empirical wavelet coe cients of the data are deÿned. The time delay and thresholds are detected and then estimated by checking the variation of the empi

Bayesian selection of threshold autoregr

Bayesian selection of threshold autoregressive models

✍ Edward P. Campbell 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 457 KB

Bayesian subset selection for threshold

Bayesian subset selection for threshold autoregressive moving-average models

✍ Cathy W. S. Chen; Feng Chi Liu; Richard Gerlach 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 464 KB

Model Selection in Threshold Models

✍ George Kapetanios 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 253 KB

ON ESTIMATING THRESHOLDS IN AUTOREGRESSI

ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS

✍ K. S. Chan; H. Tong 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 503 KB

Bayesian prediction in threshold autoreg

Bayesian prediction in threshold autoregressive models with exponential white noise

✍ Isabel M. S. Pereira; M. Antonia Amaral-Turkman 📂 Article 📅 2004 🏛 CrossRef test prefix 🌐 English ⚖ 702 KB