A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS (Q3713255)
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scientific article; zbMATH DE number 3942618
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS |
scientific article; zbMATH DE number 3942618 |
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A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS (English)
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1986
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threshold model
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autoregressive process
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stationary density
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Cauchy innovations
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0.7946667075157166
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0.7766482830047607
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0.770852267742157
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