Author:
Chen Cathy W. S.,Liu Feng Chi,Gerlach Richard
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference37 articles.
1. Amendola A, Niglio M, Vitale C (2006) The moments of SETARMA models. Stat Probab Lett 76: 625–633
2. Baragona R, Battaglia F, Cucina D (2004) Estimating threshold subset autoregressive moving-average models by genetic algorithms. Int J Stat 62: 39–61
3. Brockwell P, Liu J, Tweedie RL (1992) On the existence of stationary threshold autoregressive moving-average processes. J Time Ser Anal 13: 95–107
4. Chen CWS (1999) Subset selection of autoregressive time series models. J Forecast 18: 505–516
5. Chen CWS, Gerlach RH, Lin AMH (2010) Falling and explosive, dormant, and rising markets via multiple-regime financial time series models. Appl Stoch Model Bus Ind 26: 28–49
Cited by
18 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献