scientific article; zbMATH DE number 6026887

zbMath1248.62141MaRDI QIDQ5389649

Karel Hrach, Jiří Anděl

Publication date: 23 April 2012

Full work available at URL: https://eudml.org/doc/33485

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

AR(1) modelAR(2) model

Mathematics Subject Classification ID

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

Related Items (2)

The validity of bootstrap testing for threshold autoregression ⋮ State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution

Cites Work

• Parameter estimation for some time series models without contiguity
• A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS
• ON LINEAR PROCESSES WITH GIVEN MOMENTS
• First-order autoregressive gamma sequences and point processes
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