The marginal distribution function of threshold-type processes with central symmetric innovations

DOI10.1080/02331888.2022.2029862zbMath1493.62062OpenAlexW4212857105MaRDI QIDQ5064923

Jan G. De Gooijer

Publication date: 17 March 2022

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2022.2029862

zbMATH Keywords

momentsnumerical methodMarkov chainprobability density functionautocovariance coefficient

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (1)

Information quantity evaluation of nonlinear time series processes and applications

Cites Work

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