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Midastar : Threshold Autoregre...
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Moving average threshold heterogeneous autoregressive (MAT‐HAR) models
Motegi, Kaiji
;
Cai, Xiaojing
;
Hamori, Shigeyuki
;
Xu, Haifeng
- In:
Journal of Forecasting
39
(
2020
)
7
,
pp. 1035-1042
Persistent link: https://www.econbiz.de/10012189072
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