Estimation of generalized threshold autoregressive models (Q6164720)
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scientific article; zbMATH DE number 7720166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of generalized threshold autoregressive models |
scientific article; zbMATH DE number 7720166 |
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Estimation of generalized threshold autoregressive models (English)
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28 July 2023
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Bayesian estimator
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compound Poisson process
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nonlinear time series
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threshold AR models
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