Numerical issues in threshold autoregressive modeling of time series (Q951427)
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English | Numerical issues in threshold autoregressive modeling of time series |
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Numerical issues in threshold autoregressive modeling of time series (English)
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24 October 2008
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QR factorization
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givens rotations
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rational interpolation
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threshold autoregressive time series
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least squares problems
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fitting method
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Monte Carlo
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