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Clipped AR(p) with unknown threshold |
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| Authors: | Samuel Flimmel |
| Institution: | 1. Department of Probability and Mathematical Statistics, Charles University in Prague, Prague, Czech Republic;2. Department of Statistics and Probability, University of Economics, Prague, Czech Republicflis00@vse.cz |
| Abstract: | |
| Keywords: | Clipped AR(p) Unknown threshold Parameters estimation |