An algorithm for determining the chaos of tar(l)

DOI10.1080/03610919508813254MaRDI QIDQ4861305zbMATH OpenOpenAlexFDO

Authors

Publication date 10 January 1996

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919508813254

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• A multiple-threshold AR(1) model

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