Subsampling inference in threshold autoregressive models (Q262833)

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scientific article; zbMATH DE number 6561260
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English
Subsampling inference in threshold autoregressive models
scientific article; zbMATH DE number 6561260

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    Subsampling inference in threshold autoregressive models (English)
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    30 March 2016
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    confidence intervals
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    continuity
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    regime shifts
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    subsampling
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    threshold autoregressive models
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