Information quantity evaluation of multivariate SETAR processes of order one and applications
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Publication:6579388
DOI10.1007/S00362-023-01457-6MaRDI QIDQ6579388FDOQ6579388
Authors: Javier E. Contreras-Reyes
Publication date: 25 July 2024
Published in: Statistical Papers (Search for Journal in Brave)
Kullback-Leibler divergencedifferential entropyunified skew-normal distributionstationary marginal distributionMSETAR processes
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