Efficient estimation in smooth threshold autoregressive(1) models (Q2324066)

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Efficient estimation in smooth threshold autoregressive(1) models
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    Efficient estimation in smooth threshold autoregressive(1) models (English)
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    13 September 2019
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    adaptive estimation
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    efficient estimation
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    locally asymptotically normal
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    nonlinear time series
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    smooth threshold autoregressive
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    stationarity
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