Univariate conditional distributions of an open-loop TAR stochastic process (Q5114072)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Univariate conditional distributions of an open-loop TAR stochastic process |
scientific article; zbMATH DE number 7213442
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Univariate conditional distributions of an open-loop TAR stochastic process |
scientific article; zbMATH DE number 7213442 |
Statements
Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process (English)
0 references
21 June 2020
0 references
conditional heteroscedasticity
0 references
nonlinear stochastic process
0 references
open-loop TAR model
0 references
stationary nonlinear stochastic process
0 references
0.7627671957015991
0 references
0.7600505948066711
0 references
0.7319971919059753
0 references
0.7315129041671753
0 references
