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scientific article; zbMATH DE number 775742
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English | No label defined |
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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