Asymptotic inference in multiple-threshold double autoregressive models (Q888334): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference in multiple-threshold double autoregressive models |
scientific article |
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Asymptotic inference in multiple-threshold double autoregressive models (English)
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30 October 2015
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compound Poisson process
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ergodicity
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quasi-maximum likelihood estimation
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strict stationarity
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MTDAR model
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score test
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