Quantile self-exciting threshold autoregressive time series models (Q3608193)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile self-exciting threshold autoregressive time series models |
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Quantile self-exciting threshold autoregressive time series models (English)
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28 February 2009
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Bayesian methods
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quantile self-exciting threshold autoregressive time series
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simulation
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non-stationary time series
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