Threshold models in time series analysis -- some reflections (Q888344)
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scientific article; zbMATH DE number 6502493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold models in time series analysis -- some reflections |
scientific article; zbMATH DE number 6502493 |
Statements
Threshold models in time series analysis -- some reflections (English)
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30 October 2015
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all-step-ahead prediction
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asymmetry
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Bayesian decision
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business cycle
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catastrophe
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conditionally heteroscedastic autoregressive models with thresholds
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GARCH model
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hidden Markov chain
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hysteresis
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jump resonance
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Markov switching model
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mis-specified model
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mixture of distributions
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non-likelihood approach
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nonlinear unit root
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non-stationarity
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open-loop system
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panel threshold model
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positive-valued time series
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smooth threshold autoregressive models
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splines
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stochastic volatility
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structural breaks
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threshold autoregressive models
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threshold moving average models
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threshold principle
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threshold unit root
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volatility
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wrong model
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