Numerical issues in threshold autoregressive modeling of time series (Q951427)

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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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