Showing results 1 to 7 of 7
| Title | Author(s) | Issue Date | |
|---|---|---|---|
A note on the corrected Akaike information criterion for threshold autoregressive models Journal:Journal of Time Series Analysis | 1998 | ||
On a logistic mixture autoregressive model Journal:Biometrika | 2001 | ||
On a Mixture Autoregressive Conditional Heteroscedastic Model Journal:Journal of the American Statistical Association | 2001 | ||
On a mixture autoregressive model Journal:Journal of the Royal Statistical Society. Series B: Statistical Methodology | 2000 | ||
On a mixture vector autoregressive model Journal:Canadian Journal of Statistics | 2007 | ||
Testing for double threshold autoregressive conditional heteroscedastic model Journal:Statistica Sinica | 2000 | ||
Testing for threshold autoregression with conditional heteroscedasticity Journal:Biometrika | 1997 |