On the approximation of continuous time threshold ARMA processes (Q1895432)
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scientific article; zbMATH DE number 786369
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the approximation of continuous time threshold ARMA processes |
scientific article; zbMATH DE number 786369 |
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On the approximation of continuous time threshold ARMA processes (English)
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18 October 1995
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autoregressive moving average processes
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nonlinear time series
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continuous-time ARMA process
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approximation of diffusion processes
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Brownian motion
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Gaussian diffusion
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threshold ARMA processes
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weak solution
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joint distributions
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continuous-time threshold models
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