NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON-LINEAR AUTOREGRESSION (Q3033165)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON-LINEAR AUTOREGRESSION |
scientific article |
Statements
NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON-LINEAR AUTOREGRESSION (English)
0 references
1990
0 references
eigenvalues
0 references
EXPAR models
0 references
Gauss-type formula
0 references
integral equation
0 references
SETAR models
0 references
Chapman-Kolmogorov formula
0 references
m-step-ahead conditional density
0 references
nonlinear autoregressive model
0 references
stationary marginal probability density
0 references
NAG subroutine
0 references
matrix-squaring procedure
0 references
