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scientific article; zbMATH DE number 775742
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scientific article; zbMATH DE number 775742

    Statements

    14 August 1995
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    martingale
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    nonlinear unit root
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    stationarity
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    strong consistency
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    least squares estimator
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    non-ergodic
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    first order
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    self-exiciting
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    threshold autoregressive model
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