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On Parameter Estimation of Threshold Autoregressive Models

On Parameter Estimation of Threshold Autoregressive Models

18 March 2010
N. Chan
Yury A. Kutoyants
ArXiv (abs)PDFHTML

Papers citing "On Parameter Estimation of Threshold Autoregressive Models"

1 / 1 papers shown
Title
On Identification of the Threshold Diffusion Processes
On Identification of the Threshold Diffusion Processes
Yury A. Kutoyants
76
28
0
18 Mar 2010
1