Stochastic analysis of GSB process

DOI10.2298/PIM1409149SzbMath1474.62318OpenAlexW2015690406MaRDI QIDQ2969181

Predrag M. Popović, Biljana Č. Popović, Vladica S. Stojanović

Publication date: 14 March 2017

Published in: Publications de l'Institut Math?matique (Belgrade) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/pim1409149s

zbMATH Keywords

invertibilitystationaritynoise-indicatorGSB processsplit-MA processSTOPBREAK process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic approximation (62L20)

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