ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (Q3729867): Difference between revisions

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Property / DOI: 10.1111/j.1467-9892.1986.tb00501.x / rank
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00501.x / rank
 
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Property / OpenAlex ID: W2018389776 / rank
 
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Latest revision as of 19:17, 21 December 2024

scientific article
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ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
scientific article

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    ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (English)
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    1986
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    consistency
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    normality
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    non-linear time series
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    threshold parameter
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    change point
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    threshold autoregressive model
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    smoothness
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    conditional least-squares estimate
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