Testing for threshold autoregression with conditional heteroscedasticity (Q4364907)
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scientific article; zbMATH DE number 1088754
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| English | Testing for threshold autoregression with conditional heteroscedasticity |
scientific article; zbMATH DE number 1088754 |
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Testing for threshold autoregression with conditional heteroscedasticity (English)
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1997
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Conditional heteroscedasticity
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Gaussian process
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Lagrange-multiplier test
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threshold time series model.
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0.9549064
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0.94077545
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