Estimation of a multiple-threshold \(AR(p)\) model (Q713826): Difference between revisions

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Latest revision as of 19:37, 5 July 2024

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Estimation of a multiple-threshold \(AR(p)\) model
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    Estimation of a multiple-threshold \(AR(p)\) model (English)
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    19 October 2012
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    self-exciting threshold autoregressive model
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    stationarity
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    minimum Hellinger distance estimation
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    consistency
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    asymptotic normality
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