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scientific article; zbMATH DE number 1423406
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scientific article; zbMATH DE number 1423406

    Statements

    publication date
    3 October 2001
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    zbMATH Keywords
    conditional heteroscedasticity
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    threshold time series model
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    Lagrange-multiplier test
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    Gaussian process
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62H15
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    62E20
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    zbMATH DE Number
    1423406
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