Limiting properties of the least squares estimator of a continuous threshold autoregressive model (Q4212773)

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scientific article; zbMATH DE number 1207191
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Limiting properties of the least squares estimator of a continuous threshold autoregressive model
scientific article; zbMATH DE number 1207191

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    Limiting properties of the least squares estimator of a continuous threshold autoregressive model (English)
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    13 June 2000
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    asymptotic normality
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    empirical process
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    ergodicity
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    non-differentiability
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