scientific article

zbMATH Open0672.62091MaRDI QIDQ3825973

Jiří Anděl

Publication date: 1987

Title of this publication is not available (Why is that?)

zbMATH Keywords

white noisemoving average processinnovation processautoregressivethreshold modelsprocessCauchy innovationsnon-linear generalizations

Mathematics Subject Classification ID

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

Related Items (5)

Double generalized threshold models with constraint on the dispersion by the mean ⋮ The marginal distribution function of threshold-type processes with central symmetric innovations ⋮ Joint behaviour of precedences and exceedances in random threshold models ⋮ Mld's vs thresholds and flips ⋮ Threshold accepting as limit case for a modified Tsallis statistics

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