Publication:3711528
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zbMath0586.62101MaRDI QIDQ3711528
Publication date: 1985
parameter estimation; least squares method; variable selection; stochastic regression; threshold autoregression; general linear models; consistency properties; general autoregression; mixing regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models