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Smooth Transition Autoregressive Model Smooth Transition Autoregressive Model

Smooth Transition Autoregressive Model - PowerPoint Presentation

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Uploaded On 2016-07-15

Smooth Transition Autoregressive Model - PPT Presentation

Eni Sumarminingsih Eni Sumarminingsih SSi MM Smooth Transition Autoregressive Model For some process it may not seem reasonable to assume that the threshold is sharp Smooth Transition Autoregressive STAR Model allow the autoregressive parameters to change slowly ID: 405476

eni model ssi sumarminingsih model eni sumarminingsih ssi autoregressive star test restricted approach behavior smooth galat unrestricted transition hypothesis lstar change accept

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