Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors (Q6170139)
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scientific article; zbMATH DE number 7711344
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| English | Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors |
scientific article; zbMATH DE number 7711344 |
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Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors (English)
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12 July 2023
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SETAR
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LAD estimator
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confidence interval
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empirical likelihood
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