Bootstrapping Threshold Autoregressive Models (Q3298676)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping Threshold Autoregressive Models |
scientific article |
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Bootstrapping Threshold Autoregressive Models (English)
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15 July 2020
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AIC
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AIC\(_{\mathrm C}\)
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AIC\(_{\mathrm u}\)
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AR-sieve bootstrap
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bootstrap model selection criteria
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moving block bootstrap
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