Bayesian subset selection for threshold autoregressive moving-average models

Computational Statistics ◽

10.1007/s00180-010-0198-0 ◽

2010 ◽

Vol 26 (1) ◽

pp. 1-30 ◽

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

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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 ◽

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 ◽

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

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