A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357): Difference between revisions
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Latest revision as of 14:51, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust algorithm for parameter estimation in smooth transition autoregressive models |
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A robust algorithm for parameter estimation in smooth transition autoregressive models (English)
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21 December 2009
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STAR models
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gradient descent
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singular value decomposition
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heteroscedastic noise
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