Deviation inequalities and moderate deviations for estimators of parameters in TAR models (Q1946946): Difference between revisions

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Latest revision as of 08:09, 6 July 2024

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Deviation inequalities and moderate deviations for estimators of parameters in TAR models
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    Deviation inequalities and moderate deviations for estimators of parameters in TAR models (English)
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    10 April 2013
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    threshold autoregressive model
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    least square estimator
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    moderate deviations
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    logarithmic Sobolev inequality
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