A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720): Difference between revisions

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+https://doi.org/10.1016/j.spl.2008.10.036
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+W2088054819
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@@ Property / cites work @@
+General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
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+Q5638112
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+Option pricing under threshold autoregressive models by threshold Esscher transform
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+Threshold models in non-linear time series analysis
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