Approximations and boundary conditions for continuous-time threshold autoregressive processes (Q4322064)
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scientific article; zbMATH DE number 720157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations and boundary conditions for continuous-time threshold autoregressive processes |
scientific article; zbMATH DE number 720157 |
Statements
Approximations and boundary conditions for continuous-time threshold autoregressive processes (English)
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7 August 1995
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continuous-time autoregression
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threshold autoregression
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unequally spaced time series
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stationary solution
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stochastic differential equation
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