scientific article; zbMATH DE number 932632
From MaRDI portal
Publication:4894941
zbMath0906.62094MaRDI QIDQ4894941
Richard L. Tweedie, Osnat Stramer, Peter J. Brockwell
Publication date: 22 February 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
recurrencetransiencenonlinear time seriesstationary distributionsexponential ergodicityirreducible Markov processesstability of weak solutionscontinuous-time SETARMA models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items (6)
Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations ⋮ Quasi-likelihood estimation of a threshold diffusion process ⋮ Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets ⋮ The ARMA alphabet soup: a tour of ARMA model variants ⋮ The local linearization scheme for nonlinear diffusion models with discontinuous coefficients ⋮ Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients
This page was built for publication: