Vector threshold moving average models: model specification and invertibility (Q2930692)
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scientific article; zbMATH DE number 6371260
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| English | Vector threshold moving average models: model specification and invertibility |
scientific article; zbMATH DE number 6371260 |
Statements
Vector Threshold Moving Average Models: Model Specification and Invertibility (English)
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19 November 2014
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invertibility
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moving average
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vector threshold process
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0.844310462474823
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0.818477988243103
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0.7846901416778564
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