ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (Q3729867)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS |
scientific article |
Statements
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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