Nonlinearity testing and modeling for threshold moving average models (Q5130374): Difference between revisions

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+https://doi.org/10.1080/02664763.2015.1043872
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+W2181538503
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+A new look at the statistical model identification
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+Estimating threshold subset autoregressive moving-average models by genetic algorithms
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+Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
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+Testing for threshold autoregression
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