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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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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