The marginal distribution function of threshold-type processes with central symmetric innovations (Q5064923): Difference between revisions

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+A review of threshold time series models in finance
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+Some New Results for Threshold AR(1) Models
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+Autoregressive models with short-tailed symmetric distributions
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+On conditionally heteroscedastic AR models with thresholds
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+On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One
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+Asymmetric vector moving average models: estimation and testing
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+On threshold moving-average models
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+A note on moving‐average models with feedback
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+The Stationary Marginal Distribution of a Threshold AR(1) Process
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+A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS
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+The Marginal Density of a TMA(1) Process
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+On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
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