On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One (Q5111853)
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scientific article; zbMATH DE number 7205129
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| English | On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One |
scientific article; zbMATH DE number 7205129 |
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On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One (English)
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27 May 2020
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nonlinear autoregressive model
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nonlinear time series
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stationary marginal distributions
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multivariate skew-normal distribution
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