Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation (Q2290398)
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English | Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation |
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Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation (English)
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27 January 2020
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threshold autoregression model
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least squares estimate
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M-estimate
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asymptotic relative efficiency
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Tukey distribution
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