On forecasting SETAR processes (Q1382188)
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scientific article; zbMATH DE number 1133086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On forecasting SETAR processes |
scientific article; zbMATH DE number 1133086 |
Statements
On forecasting SETAR processes (English)
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25 March 1998
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nonlinear time series
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normality
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self-exciting threshold autoregressive process
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prediction
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Monte Carlo
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