Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256)
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scientific article; zbMATH DE number 7734262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations |
scientific article; zbMATH DE number 7734262 |
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Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (English)
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5 September 2023
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ergodicity
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heavy-tailed distribution
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tail probability
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threshold AR model
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