Nested sub-sample search algorithm for estimation of threshold models (Q2828613)

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scientific article; zbMATH DE number 6643457
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Nested sub-sample search algorithm for estimation of threshold models
scientific article; zbMATH DE number 6643457

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    Nested sub-sample search algorithm for estimation of threshold models (English)
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    26 October 2016
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    least squares estimation
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    maximum likelihood estimation
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    nested sub-sample search algorithm
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    standard grid search algorithm
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    threshold model
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