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scientific article; zbMATH DE number 529786
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scientific article; zbMATH DE number 529786

    Statements

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    24 March 1994
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    threshold autoregressive models
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    adaptive sequential segmentations
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    Levinson-Durbin algorithm
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    spline-fitting approach
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    non-stationary
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    nonlinear time series modeling
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    automatic sequential fitting of piece- wise stationary models
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    adaptive model identification method
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    improved model
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