Subsampling inference in threshold autoregressive models (Q262833): Difference between revisions

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+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
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+Limiting properties of the least squares estimator of a continuous threshold autoregressive model
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+Mixing: Properties and examples
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+Sample Splitting and Threshold Estimation
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+Large sample confidence regions based on subsamples under minimal assumptions
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+Subsampling
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+Q3999154
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