ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (Q3729867): Difference between revisions

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Latest revision as of 15:05, 17 June 2024

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ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
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    ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (English)
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    1986
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    consistency
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    normality
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    non-linear time series
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    threshold parameter
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    change point
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    threshold autoregressive model
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    smoothness
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    conditional least-squares estimate
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