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Bayesian subset selection for threshold autoregressive moving-average models
Computational Statistics
◽
10.1007/s00180-010-0198-0
◽
2010
◽
Vol 26
(1)
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pp. 1-30
◽
Cited By ~ 8
Author(s):
Cathy W. S. Chen
◽
Feng Chi Liu
◽
Richard Gerlach
Keyword(s):
Moving Average
◽
Subset Selection
◽
Autoregressive Moving Average
◽
Threshold Autoregressive
◽
Moving Average Models
◽
Selection For
◽
Autoregressive Moving Average Models
Download Full-text
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References
Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach
Computational Economics
◽
10.1007/s10614-021-10124-7
◽
2021
◽
Author(s):
Xiaobing Zheng
◽
Kun Liang
◽
Qiang Xia
◽
Dabin Zhang
Keyword(s):
Bayesian Approach
◽
Moving Average
◽
Subset Selection
◽
Autoregressive Moving Average
◽
Moving Average Models
◽
Selection For
◽
The Bayesian Approach
◽
Autoregressive Moving Average Models
◽
Double Threshold
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Simulation and application of subsampling for threshold autoregressive moving-average models
Communications in Statistics - Simulation and Computation
◽
10.1080/03610918.2019.1699932
◽
2019
◽
pp. 1-12
Author(s):
Dong Li
◽
Muyi Li
◽
Lianbin Zeng
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Threshold Autoregressive
◽
Moving Average Models
◽
Autoregressive Moving Average Models
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Identification of Threshold Autoregressive Moving Average Models
Advances in Time Series Methods and Applications - Fields Institute Communications
◽
10.1007/978-1-4939-6568-7_9
◽
2016
◽
pp. 195-214
Author(s):
Qiang Xia
◽
Heung Wong
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Threshold Autoregressive
◽
Moving Average Models
◽
Autoregressive Moving Average Models
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Bivariate Exponential and Geometric Autoregressive and Autoregressive Moving Average Models.
10.21236/ada185591
◽
1986
◽
Author(s):
H. W. Block
◽
N. A. Langberg
◽
D. S. Stoffer
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Bivariate Exponential
◽
Moving Average Models
◽
Autoregressive Moving Average Models
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RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
Journal of Time Series Analysis
◽
10.1111/j.1467-9892.1992.tb00091.x
◽
1992
◽
Vol 13
(1)
◽
pp. 1-18
◽
Cited By ~ 23
Author(s):
Hector Allende
◽
Siegfried Heiler
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Moving Average Models
◽
M Estimates
◽
Autoregressive Moving Average Models
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Generalized Autoregressive Moving Average Models with GARCH Errors*
Journal of Time Series Analysis
◽
10.1111/jtsa.12602
◽
2021
◽
Author(s):
Tingguo Zheng
◽
Han Xiao
◽
Rong Chen
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Moving Average Models
◽
Autoregressive Moving Average Models
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Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions
SSRN Electronic Journal
◽
10.2139/ssrn.886092
◽
2006
◽
Author(s):
Richard Startz
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Moving Average Models
◽
Autoregressive Moving Average Models
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On Robust Estimation of Parameters for Autoregressive Moving Average Models
Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics
◽
10.1007/978-1-4615-7821-5_16
◽
1984
◽
pp. 273-286
Author(s):
Pham Dinh Tuan
Keyword(s):
Robust Estimation
◽
Moving Average
◽
Autoregressive Moving Average
◽
Estimation Of Parameters
◽
Moving Average Models
◽
Autoregressive Moving Average Models
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On Causality And Invertibility Parameters of Some Classes Of Autoregressive Moving Average Models
Journal of Statistics Applications & Probability Letters
◽
10.18576/jsapl/080102
◽
2021
◽
Vol 8
(1)
◽
pp. 15-22
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Moving Average Models
◽
Autoregressive Moving Average Models
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Maximum Likelihood Estimation for Vector Autoregressive Moving Average Models
10.21236/ada060867
◽
1978
◽
Cited By ~ 2
Author(s):
Theodore W. Anderson
Keyword(s):
Maximum Likelihood
◽
Maximum Likelihood Estimation
◽
Moving Average
◽
Likelihood Estimation
◽
Autoregressive Moving Average
◽
Vector Autoregressive
◽
Moving Average Models
◽
Vector Autoregressive Moving Average
◽
Autoregressive Moving Average Models
Download Full-text
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