Continuous-time threshold AR(1) processes (Q4715303)
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scientific article; zbMATH DE number 944270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time threshold AR(1) processes |
scientific article; zbMATH DE number 944270 |
Statements
Continuous-time threshold AR(1) processes (English)
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24 February 1997
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nonlinear time series
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continuous-time autoregression
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stochastic differential equation
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approximation of diffusion processes
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recurrence
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stationary distribution
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exponential ergodicity
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Gaussian likelihood
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