Forecasting with univariate TAR models (Q713837)

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scientific article; zbMATH DE number 6095830
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Forecasting with univariate TAR models
scientific article; zbMATH DE number 6095830

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    Forecasting with univariate TAR models (English)
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    19 October 2012
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    nonlinear time series
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    regime-switching models
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    predictive distributions
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    threshold-autoregressive models
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