Estimation in threshold autoregressive models with correlated innovations (Q380012)
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scientific article; zbMATH DE number 6225154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation in threshold autoregressive models with correlated innovations |
scientific article; zbMATH DE number 6225154 |
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Estimation in threshold autoregressive models with correlated innovations (English)
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11 November 2013
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asymptotic statistics
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Bayes estimator
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threshold autoregression
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hidden Markov models
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