A robust algorithm for parameter estimation in smooth transition autoregressive models

2009 ◽  
Vol 103 (1) ◽  
pp. 36-38 ◽  
Author(s):  
Stelios D. Bekiros
Keyword(s):  
Parameter Estimation ◽  
Autoregressive Models ◽  
Smooth Transition ◽  
Robust Algorithm ◽  
Smooth Transition Autoregressive

Robust Tests Against Smooth Transition Autoregressive Models

2002 ◽  
Vol 72 (2) ◽  
pp. 167-178
Author(s):  
A. B. M. Rabiul Alam Beg ◽  
Mervyn Joseph Silvapulle ◽  
Paramsothy Silvapulle
Keyword(s):  
Autoregressive Models ◽  
Smooth Transition ◽  
Robust Tests ◽  
Smooth Transition Autoregressive

A Portmanteau Test for Smooth Transition Autoregressive Models

2019 ◽  
Vol 41 (5) ◽  
pp. 722-730
Author(s):  
Qiang Xia ◽  
Zhiqiang Zhang ◽  
Wai Keung Li
Keyword(s):  
Autoregressive Models ◽  
Smooth Transition ◽  
Smooth Transition Autoregressive

State-Dependent Threshold Smooth Transition Autoregressive Models*

2012 ◽  
Vol 75 (6) ◽  
pp. 835-854 ◽  
Author(s):  
Michael J. Dueker ◽  
Zacharias Psaradakis ◽  
Martin Sola ◽  
Fabio Spagnolo
Keyword(s):  
Autoregressive Models ◽  
Smooth Transition ◽  
State Dependent ◽  
Smooth Transition Autoregressive
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