Statistical Inference for Structurally Changed Threshold Autoregressive Models (Q5243737)

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scientific article; zbMATH DE number 7132547
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Statistical Inference for Structurally Changed Threshold Autoregressive Models
scientific article; zbMATH DE number 7132547

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    Statistical Inference for Structurally Changed Threshold Autoregressive Models (English)
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    19 November 2019
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    Brownian motion
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    change-point
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    compound Poisson process
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    least squares estimation
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    threshold
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