scientific article; zbMATH DE number 3872513
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- Inference for modulated stationary processes
- Gaussian copula marginal regression
- Modelling air pollution data by the skew-normal distribution
- Infinite divisibility of skew Gaussian and Laplace laws
- Density estimation for nonlinear parametric models with conditional heteroscedasticity
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- Times series models with thresholds
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- A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS
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- The second-order bias and mean squared error of estimators in time-series models
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- The Stationary Marginal Distribution of a Threshold AR(1) Process
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- Exit times for some nonlinear autoregressive processes
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- Thresholds of moving averages of stationary processes for given target significant levels
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