On the approximation of continuous time threshold ARMA processes (Q1895432): Difference between revisions
From MaRDI portal
Latest revision as of 08:32, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the approximation of continuous time threshold ARMA processes |
scientific article |
Statements
On the approximation of continuous time threshold ARMA processes (English)
0 references
18 October 1995
0 references
autoregressive moving average processes
0 references
nonlinear time series
0 references
continuous-time ARMA process
0 references
approximation of diffusion processes
0 references
Brownian motion
0 references
Gaussian diffusion
0 references
threshold ARMA processes
0 references
weak solution
0 references
joint distributions
0 references
continuous-time threshold models
0 references
0 references