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ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
Journal of Time Series Analysis, 1986Abstract.The problem of estimating the threshold parameter, i.e., the change point, of a threshold autoregressive model is studied. By introducing smoothness into the model, sampling properties of the conditional least‐squares estimate may be obtained. Artificial and real data are used for illustrations.
Chan, K. S., Tong, H.
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1974
In the model discussed in the previous section, the function T(t) was prescribed a priori. Except for the case of constant delay, it is by no means clear how one would expect to know this function. In this section we add a phenomenon to the model, a threshold effect, which yields the delay as a function of I(t).
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In the model discussed in the previous section, the function T(t) was prescribed a priori. Except for the case of constant delay, it is by no means clear how one would expect to know this function. In this section we add a phenomenon to the model, a threshold effect, which yields the delay as a function of I(t).
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Bootstrapping Threshold Autoregressive Models
2002Threshold autoregressive (TAR) models have been widely used for periodic time series, as they are nonlinear models relatively simple to handle being linear in different regions of the state space, see e.g. Tong (1990). One of the main problems regards the decision of the selection of the correct order of a TAR model.
OHRVIK J, SCHOIER, GABRIELLA
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On inference for threshold autoregressive models
Test, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stramer, Osnat, Lin, Yu-Jau
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A THRESHOLD MODEL FOR CELL SURVIVAL
International Journal of Biomathematics, 2009This paper deals with a threshold model for gene damages in a cell subject to repair. The damages and repairs are considered to be stochastic events. The status of the cell is partitioned into a number of states representing the number of proliferative gene damages it has suffered.
Rangan, A., Arunachalam, V.
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TESTING FOR EXOGENEITY IN THRESHOLD MODELS
Econometric Theory, 2009Most work in the area of nonlinear econometric modeling is based on a single equation and assumes exogeneity of the explanatory variables. Recently, work by Caner and Hansen (2004) and Psaradakis, Sola, and Spagnolo (2005) has considered the possibility of estimating nonlinear models by methods that take into account endogeneity but provide no tests ...
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Hopfield Model with a Dynamic Threshold
Theoretical and Mathematical Physics, 2001The author studies the Hopfield model of neural networks, in which he adds (in Ising language) a magnetic field term, which in the neural network interpretation is seen as a dynamic threshold. In particular it is considered how the set of ground states (fixed points) changes when one varies the field strength.
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Functional Threshold Autoregressive Model
Statistica SinicaSummary: We propose a functional threshold autoregressive model for flexible functional time series modeling. In particular, the behavior of a function at a given time point can be described by different autoregressive mechanisms, depending on the values of a threshold variable at a past time point. Sufficient conditions for the strict stationarity and
Li, Yuanbo +3 more
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A threshold model of relevance decisions
Information Processing & Management, 1975Abstract This article presents a model of relevance decisions as being one of many classes of decisions made by the receiver of a message (document). The relevance decision model has the underlying assumption that a relevance threshold is a fundamental characteristic of every individual. The purpose of the model is to predict active relevance-related
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