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P.J. Brockwell
Information about the author P.J. Brockwell will soon be added to the site.
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2 papers
in total
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On the existence and application of continuous-time threshold autoregressions of order two
1997
A continuous-time threshold autoregressive process of order two (CTAR(2)) is...
Continuous-time threshold AR(1) processes
1996
A threshold AR(1) process with boundary width 2 δ>0 was defined by Brockwell...
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