Stabilité des modèles AR fonctionnels à régime markovien

DOI10.1016/S0764-4442(98)89170-2zbMath1003.62535OpenAlexW2088429384MaRDI QIDQ4218647

Jean-Gabriel Attali, Jian-feng Yao

Publication date: 11 November 2002

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(98)89170-2

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15) Stochastic processes (60G99)

Related Items (1)

Stationarity of multivariate Markov-switching ARMA models

This page was built for publication: Stabilité des modèles AR fonctionnels à régime markovien