Simulation and application of subsampling for threshold autoregressive moving-average models-Reference-Cited by-同舟云学术

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Simulation and application of subsampling for threshold autoregressive moving-average models

Published:2019-12-10 Issue: Volume: Page:1-12
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Li Dong¹,Li Muyi²,Zeng Lianbin³

Affiliation:

1. Center for Statistical Science and Department of Industrial Engineering, Tsinghua University, Beijing, China;

2. Wang Yanan Institute for Studies in Economics (WISE) and Department of Statistics, School of Economics, Xiamen University, Xiamen, China;

3. Department of investment and trading, AP Capital Management Limited, Shenzhen, China

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2019.1699932

Reference32 articles.

1. Threshold Autoregression with a Unit Root

2. Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model

3. LASSO estimation of threshold autoregressive models

4. Limiting properties of the least squares estimator of a continuous threshold autoregressive model

5. On threshold moving-average models

Cited by 1 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

1. A Novel Double-Banded-Threshold Mixture Autoregressive Model;2024

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