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scientific article; zbMATH DE number 775745
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scientific article; zbMATH DE number 775745

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    12 November 1995
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    threshold AR(p) process
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    continuous-time threshold AR(1) process
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    Gaussian likelihood
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    nonlinear models
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    time series
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    discrete-time threshold models
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    stationary distribution
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    prediction
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    inference
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