On nonlinear TAR processes and threshold estimation (Q893070)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On nonlinear TAR processes and threshold estimation |
scientific article |
Statements
On nonlinear TAR processes and threshold estimation (English)
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13 November 2015
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Bayes estimator
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compound Poisson process
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likelihood inference
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limit distribution
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nonlinear threshold models
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singular estimation
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