On the classification of a first-order Smooth Threshold Autoregressive (STAR(1)) model
- Creator: Nur, Darfiana , Nair, Gopalan M. , Yatawara, Nihal D.
- Resource Type: journal article
- Date: 2012
On adaptive estimation in smooth threshold autoregressive (1) models with GARCH (1,1) errors
- Creator: Nur, Darfiana , Lin, Yan-Xia
- Resource Type: conference paper
- Date: 2008
Phase randomization: a convergence diagnostic test for MCMC
- Creator: Nur, Darfiana , Mengersen, Kerrie Lee , Wolf, Rodney C
- Resource Type: journal article
- Date: 2005