Unit Root Testing on Buffered Autoregressive Model (Q5109929)
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scientific article; zbMATH DE number 7200900
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit Root Testing on Buffered Autoregressive Model |
scientific article; zbMATH DE number 7200900 |
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Unit Root Testing on Buffered Autoregressive Model (English)
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14 May 2020
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asymptotic theory
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buffer effect
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nonlinear time series
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non-stationary process
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threshold autoregression
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wild bootstrap
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0.8311169147491455
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0.7913239598274231
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0.7913239598274231
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0.7694653868675232
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0.760858952999115
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