A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS (Q3713255)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS |
scientific article |
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A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS (English)
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1986
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threshold model
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autoregressive process
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stationary density
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Cauchy innovations
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