An algorithm for determining the chaos of tar(l)

DOI10.1080/03610919508813254zbMath0850.62651OpenAlexW1966282123MaRDI QIDQ4861305

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Publication date: 10 January 1996

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919508813254

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• A multiple-threshold AR(1) model

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