Multivariate contemporaneous-threshold autoregressive models (Q737288)
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scientific article; zbMATH DE number 6610591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate contemporaneous-threshold autoregressive models |
scientific article; zbMATH DE number 6610591 |
Statements
Multivariate contemporaneous-threshold autoregressive models (English)
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10 August 2016
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nonlinear autoregressive model
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smooth transition
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stability
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threshold
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