On parameter estimation of threshold autoregressive models (Q411543): Difference between revisions
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Revision as of 14:11, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On parameter estimation of threshold autoregressive models |
scientific article |
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On parameter estimation of threshold autoregressive models (English)
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4 April 2012
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Bayesian estimator
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continuous-time diffusion
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compound Poisson process
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limit distribution
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limit likelihood ratio
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nonlinear threshold models
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