Stochastic analysis of GSB process

DOI10.2298/PIM1409149SzbMATH Open1474.62318OpenAlexW2015690406MaRDI QIDQ2969181FDOQ2969181

Authors: Predrag Popović, Vladica Stojanović, Biljana Popović 

Publication date: 14 March 2017

Published in: Publications de l'Institut Math?matique (Belgrade) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/pim1409149s

File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

Recommendations

• The analysis of stochastic processes using GLIM
• Distributional properties and parameters estimation of GSB process: an approach based on characteristic functions
• Stochastic analysis of dynamic processes
• Analytic stochastic processes
• Determination of Gegenbauer-type random process models
• Stochastic analysis of Bernoulli processes
• Stochastic analysis and diffusion processes
• Theory and applications of stochastic processes. An analytical approach
• Dynamics of G-processes
• Stochastic analysis for measure-valued processes

zbMATH Keywords

stationarityinvertibilitynoise-indicatorGSB processsplit-MA processSTOPBREAK process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic approximation (62L20)

Cited In (4)

• Noise-indicator nonnegative integer-valued autoregressive time series of the first order
• Distributional properties and parameters estimation of GSB process: an approach based on characteristic functions
• The split-SV model
• Model of general split-BREAK process

This page was built for publication: Stochastic analysis of GSB process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2969181)