On the Existence and Application of Continuous-Time Threshold Autoregressions of Order Two (Q4339347): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q993797 |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Peter J. Brockwell / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/1427867 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2318351345 / rank | |||
Normal rank | |||
Latest revision as of 22:16, 19 March 2024
scientific article; zbMATH DE number 1018374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Existence and Application of Continuous-Time Threshold Autoregressions of Order Two |
scientific article; zbMATH DE number 1018374 |
Statements
On the Existence and Application of Continuous-Time Threshold Autoregressions of Order Two (English)
0 references
18 February 1998
0 references
threshold autoregression
0 references
stochastic differential equation
0 references
degenerate diffusion
0 references
nonlinear time series
0 references
Cameron-Martin-Girsanov formula
0 references
random time-change
0 references
martingale problem
0 references
