A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357): Difference between revisions
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Revision as of 07:56, 29 February 2024
scientific article
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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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