Approximations and boundary conditions for continuous-time threshold autoregressive processes

DOI10.2307/3215333zbMATH Open0818.60045OpenAlexW2328500721WikidataQ58297563 ScholiaQ58297563MaRDI QIDQ4322064

Rob J. Hyndman

Publication date: 7 August 1995

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215333

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes ⋮ ON THE APPROXIMATION OF MOMENTS FOR CONTINUOUS TIME THRESHOLD ARMA PROCESSES

This page was built for publication: Approximations and boundary conditions for continuous-time threshold autoregressive processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4322064)