scientific article; zbMATH DE number 3872513
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Publication:3339129
zbMATH Open0547.62058MaRDI QIDQ3339129FDOQ3339129
Authors: Jiří Anděl, Ivan Netuka, Karel Zvára 
Publication date: 1984
Full work available at URL: https://eudml.org/doc/27648
Title of this publication is not available (Why is that?)
Recommendations
limit distributioncorrelation functionexact solutionstationary distributionMarkov approximationGaussian innovationsthreshold autoregressive process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Markov processes (60J99)
Cites Work
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- Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
- Nonlinear autoregressive processes
- Non-linear threshold autoregressive models for non-linear random vibrations
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- Fitting models in time series analysis
Cited In (35)
- Modelling air pollution data by the skew-normal distribution
- Linear process bootstrap unit root test
- Times series models with thresholds
- Thresholds of moving averages of stationary processes for given target significant levels
- On an absolute autoregressive model and skew symmetric distributions
- The marginal distribution function of threshold-type processes with central symmetric innovations
- A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS
- Self-exciting threshold binomial autoregressive processes
- On the stationary marginal distributions of subclasses of multivariate setar processes of order one
- The second-order bias and mean squared error of estimators in time-series models
- Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes
- On asymmetric distributions of copula related random variables which includes the skew-normal ones
- On bivariate threshold Poisson integer-valued autoregressive processes
- The Stationary Marginal Distribution of a Threshold AR(1) Process
- Title not available (Why is that?)
- Title not available (Why is that?)
- Information quantity evaluation of nonlinear time series processes and applications
- Further Results on a Class of Distributions which Includes the Normal Ones – Looking Back
- Efficient Estimation for Models With Nonlinear Heteroscedasticity
- Shapiro–Wilk test for skew normal distributions based on data transformations
- A note on skew-elliptical distributions and linear functions of order statistics
- Corrected confidence intervals for parameters in adaptive linear models
- Infinite divisibility of skew Gaussian and Laplace laws
- Inference for modulated stationary processes
- Statistical implications of selectively reported inferential results
- On the independence of singular multivariate skew-normal sub-vectors
- On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
- An integer-valued threshold autoregressive process based on negative binomial thinning
- Information quantity evaluation of multivariate SETAR processes of order one and applications
- Continuous-time threshold AR(1) processes
- Gaussian copula marginal regression
- On calculation of stationary density of autoregressive processes.
- Stationary distribution of absolute autoregression
- Density estimation for nonlinear parametric models with conditional heteroscedasticity
- On the skew-normal calibration model
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