Statistics and Its Interface

From the Editors

Threshold models in time series analysis — 30 years on

Reflections from the past

Remarks suggested by the paper of H. Tong

Threshold autoregression in economics

Discussion of “Threshold models in time series analysis — 30 years on”

Discussion on the paper “Threshold models in time series analysis — 30 years on,” by Professor Howell Tong

Discussion of “Threshold models in time series analysis — 30 years on” by H. Tong

Rejoinder from Howell Tong to the discussions on “Threshold models in time series analysis — 30 years on”

Threshold variable selection via a $L_1$ penalty approach

A class of threshold autoregressive conditional heteroscedastic models

On the threshold hyperbolic GARCH models

A review of threshold time series models in finance

On the least squares estimation of threshold autoregressive and moving-average models

Subset ARMA selection via the adaptive Lasso

Asymptotic theory for stationary processes

A note on asymptotic inference for FIGARCH($p, d, q$) models

Testing for measurement errors with discrete-time data sampled from a CARMA model

Estimation in semiparametric time series regression

An extension of max autoregressive models