Naveau, Philippe; Zhang, Zhengjun; Zhu, Bin An extension of max autoregressive models. (English) Zbl 1513.62178 Stat. Interface 4, No. 2, 253-266 (2011). MSC: 62M10 60G70 62G32 PDFBibTeX XMLCite \textit{P. Naveau} et al., Stat. Interface 4, No. 2, 253--266 (2011; Zbl 1513.62178) Full Text: DOI
Chen, Jia; Gao, Jiti; Li, Degui Estimation in semiparametric time series regression. (English) Zbl 1513.62168 Stat. Interface 4, No. 2, 243-251 (2011). MSC: 62M10 62F12 62G05 62G20 PDFBibTeX XMLCite \textit{J. Chen} et al., Stat. Interface 4, No. 2, 243--251 (2011; Zbl 1513.62168) Full Text: DOI
Tsai, Henghsiu; Chan, Kung-Sik; Fayard, Patrick Testing for measurement errors with discrete-time data sampled from a CARMA model. (English) Zbl 1513.62184 Stat. Interface 4, No. 2, 235-242 (2011). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{H. Tsai} et al., Stat. Interface 4, No. 2, 235--242 (2011; Zbl 1513.62184) Full Text: DOI
Chan, Ngai Hang; Ng, Chi Tim A note on asymptotic inference for FIGARCH\((p,d,q)\) models. (English) Zbl 1513.62166 Stat. Interface 4, No. 2, 227-233 (2011). MSC: 62M10 62F12 62E20 91B84 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{C. T. Ng}, Stat. Interface 4, No. 2, 227--233 (2011; Zbl 1513.62166) Full Text: DOI
Wu, Wei Biao Asymptotic theory for stationary processes. (English) Zbl 1513.62185 Stat. Interface 4, No. 2, 207-226 (2011). MSC: 62M10 60F05 60G10 62G07 62J10 62M15 PDFBibTeX XMLCite \textit{W. B. Wu}, Stat. Interface 4, No. 2, 207--226 (2011; Zbl 1513.62185) Full Text: DOI
Chen, Kun; Chan, Kung-Sik Subset ARMA selection via the adaptive Lasso. (English) Zbl 1513.62169 Stat. Interface 4, No. 2, 197-205 (2011). MSC: 62M10 62J12 PDFBibTeX XMLCite \textit{K. Chen} and \textit{K.-S. Chan}, Stat. Interface 4, No. 2, 197--205 (2011; Zbl 1513.62169) Full Text: DOI
Li, Dong; Li, Wai Keung; Ling, Shiqing On the least squares estimation of threshold autoregressive and moving-average models. (English) Zbl 1513.62176 Stat. Interface 4, No. 2, 183-196 (2011). MSC: 62M10 62F12 60G10 PDFBibTeX XMLCite \textit{D. Li} et al., Stat. Interface 4, No. 2, 183--196 (2011; Zbl 1513.62176) Full Text: DOI
Chen, Cathy W. S.; So, Mike K. P.; Liu, Feng-Chi A review of threshold time series models in finance. (English) Zbl 1229.91354 Stat. Interface 4, No. 2, 167-181 (2011). MSC: 91G70 62M10 PDFBibTeX XMLCite \textit{C. W. S. Chen} et al., Stat. Interface 4, No. 2, 167--181 (2011; Zbl 1229.91354) Full Text: DOI
Kwan, Wilson; Li, Wai Keung; Li, Guodong On the threshold hyperbolic GARCH models. (English) Zbl 1229.91360 Stat. Interface 4, No. 2, 159-166 (2011). MSC: 91G70 62M10 PDFBibTeX XMLCite \textit{W. Kwan} et al., Stat. Interface 4, No. 2, 159--166 (2011; Zbl 1229.91360) Full Text: DOI
Zhang, Xingfa; Wong, Heung; Li, Yuan; Ip, Wai-Cheung A class of threshold autoregressive conditional heteroscedastic models. (English) Zbl 1513.62187 Stat. Interface 4, No. 2, 149-157 (2011). MSC: 62M10 PDFBibTeX XMLCite \textit{X. Zhang} et al., Stat. Interface 4, No. 2, 149--157 (2011; Zbl 1513.62187) Full Text: DOI
Jiang, Qian; Xia, Yingcun Threshold variable selection via a \(L_1\) penalty approach. (English) Zbl 1513.62175 Stat. Interface 4, No. 2, 137-148 (2011). MSC: 62M10 PDFBibTeX XMLCite \textit{Q. Jiang} and \textit{Y. Xia}, Stat. Interface 4, No. 2, 137--148 (2011; Zbl 1513.62175) Full Text: DOI
Rosenblatt, Murray Remarks suggested by the paper of H. Tong. (English) Zbl 1513.62181 Stat. Interface 4, No. 2, 121-122 (2011). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Rosenblatt}, Stat. Interface 4, No. 2, 121--122 (2011; Zbl 1513.62181) Full Text: DOI
Tong, Howell Threshold models in time series analysis – 30 years on. (English) Zbl 1490.62278 Stat. Interface 4, No. 2, 107-118 (2011). MSC: 62M10 62-02 PDFBibTeX XMLCite \textit{H. Tong}, Stat. Interface 4, No. 2, 107--118 (2011; Zbl 1490.62278) Full Text: DOI
Chan, Kung-Sik (ed.); Li, Wai Keung (ed.); Yao, Qiwei (ed.) Special issue: Nonlinear time series: Threshold modelling and beyond. Selected papers based on the presentations at the international workshop, Hong Kong, December 17–19, 2009. (English) Zbl 1255.62004 Stat. Interface 4, No. 2, 107-266 (2011). MSC: 62-06 62M10 00B15 PDFBibTeX XML