On the approximation of continuous time threshold ARMA processes (Q1895432): Difference between revisions

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Latest revision as of 08:32, 30 July 2024

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On the approximation of continuous time threshold ARMA processes
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    On the approximation of continuous time threshold ARMA processes (English)
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    18 October 1995
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    autoregressive moving average processes
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    nonlinear time series
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    continuous-time ARMA process
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    approximation of diffusion processes
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    Brownian motion
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    Gaussian diffusion
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    threshold ARMA processes
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    weak solution
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    joint distributions
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    continuous-time threshold models
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