ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020)

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ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
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    ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (English)
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    22 August 2013
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    asymptotic theory
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    least squares estimation
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    threshold moving average model
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    Poisson process
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    resampling method
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    simulation studies
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