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scientific article; zbMATH DE number 4151668
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| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 4151668 |
Statements
1990
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multiple TAR models
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ergodicity
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Markov properties
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multiple threshold autoregressive model
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strong consistency of the least square estimates
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coefficient matrices
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covariance matrix
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white noises
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0.8507189
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0.8474539
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