Pages that link to "Item:Q4881707"
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The following pages link to ON THE APPROXIMATION OF MOMENTS FOR CONTINUOUS TIME THRESHOLD ARMA PROCESSES (Q4881707):
Displaying 4 items.
- Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients (Q1805773) (← links)
- On the approximation of continuous time threshold ARMA processes (Q1895432) (← links)
- Exact distribution and moments for the RLS estimate in a time-varying AR(1) process (Q1915012) (← links)
- Continuous-time threshold AR(1) processes (Q4715303) (← links)