Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process (Q5114072)

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scientific article; zbMATH DE number 7213442
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    Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process
    scientific article; zbMATH DE number 7213442

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      Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process (English)
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      21 June 2020
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      conditional heteroscedasticity
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      nonlinear stochastic process
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      open-loop TAR model
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      stationary nonlinear stochastic process
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