A threshold AR(1) model
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Publication:3327559
DOI10.2307/3213639zbMath0541.62073OpenAlexW2127476632MaRDI QIDQ3327559
S. W. Woolford, Joseph D. Petruccelli
Publication date: 1984
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4fbd95f1aa8652daac8320324fe108004ef5ecf4
Markov chainsstationary distributionautoregressive modelsTAR modelsergodic processleast squares estimatorsnon-linear time seriessmall-sample results
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time Markov processes on general state spaces (60J05)
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