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Quantile self-exciting threshold autoregressive time series models

✍ Scribed by Yuzhi Cai; Julian Stander

Book ID: 111040040
Publisher: John Wiley and Sons
Year: 2007
Tongue: English
Weight: 750 KB
Volume: 29
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2007.00551.x

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