scientific article; zbMATH DE number 775742
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Publication:4839937
zbMath0822.62073MaRDI QIDQ4839937
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Publication date: 14 August 1995
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martingalestationarityleast squares estimatorstrong consistencythreshold autoregressive modelfirst ordernonlinear unit rootnon-ergodicself-exiciting
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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