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Latest revision as of 14:07, 8 July 2024

scientific article; zbMATH DE number 6299002
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Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model
scientific article; zbMATH DE number 6299002

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    Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (English)
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    30 May 2014
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    adaptive estimation
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    local asymptotic normality property
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    periodic self-exciting
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    periodically correlated process
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    threshold autoregressive model
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