Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-likelihood estimation of structure-changed threshold double autoregressive models |
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Quasi-likelihood estimation of structure-changed threshold double autoregressive models (English)
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28 February 2020
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TAR
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change-point
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compound Poisson process
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quasi-maximum likelihood estimator (QMLE)
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