On inference for threshold autoregressive models. (Q1872852)
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scientific article; zbMATH DE number 1911833
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On inference for threshold autoregressive models. |
scientific article; zbMATH DE number 1911833 |
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On inference for threshold autoregressive models. (English)
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18 May 2003
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Bayesian model comparison
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reversible jump
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threshold autoregression
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Wolfe's sunspot
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