Estimation in threshold autoregressive models with correlated innovations
| Year of publication: |
2013
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|---|---|
| Authors: | Chigansky, P. ; Kutoyants, Yu. A. |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 65.2013, 5, p. 959-992
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