Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process (Q5114072)
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scientific article; zbMATH DE number 7213442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process |
scientific article; zbMATH DE number 7213442 |
Statements
Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process (English)
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21 June 2020
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conditional heteroscedasticity
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nonlinear stochastic process
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open-loop TAR model
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stationary nonlinear stochastic process
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