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Journal of Statistical Computation and Simulation Volume 85, 2015 - Issue 2
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Original Articles

Bootstrap order selection for SETAR models

Livio FengaDepartment of Mathematics, University of California San Diego, 9500 Gilman Drive La Jolla, San Diego, CA92093, USACorrespondence[email protected]
&
Dimitris N. PolitisDepartment of Mathematics, University of California San Diego, 9500 Gilman Drive La Jolla, San Diego, CA92093, USA
Pages 235-250 | Received 08 Dec 2012, Accepted 29 May 2013, Published online: 08 Jul 2013

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Fayçal Hamdi & Abderaouf Khalfi. (2022) Predictive density criterion for SETAR models. Communications in Statistics - Simulation and Computation 51:2, pages 443-459.
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Articles from other publishers (2)

Francesco Giordano, Marcella Niglio & Cosimo Damiano Vitale. (2022) Linear approximation of the Threshold AutoRegressive model: an application to order estimation. Statistical Methods & Applications 32:1, pages 27-56.
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Daniel Grabowski, Anna Staszewska-Bystrova & Peter Winker. (2017) Generating prediction bands for path forecasts from SETAR models. Studies in Nonlinear Dynamics & Econometrics 21:5.
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