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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| 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)
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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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0.7627671957015991
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0.7600505948066711
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0.7319971919059753
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0.7315129041671753
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