scientific article; zbMATH DE number 444674

MaRDI QIDQ3141118zbMATH OpenFDO

Authors Jean-Michel Zakoïan

Publication date 2 January 1994

zbMATH Keywords

autoregressive modelscontinuitydifferentiabilityergodicityinvariant measuresLagrange multiplier testssimulationsstationarityTAR modelsthreshold

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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