scientific article

zbMath0547.62058MaRDI QIDQ3339129

Jiří Anděl, Ivan Netuka, Karel Zvára

Publication date: 1984

Full work available at URL: https://eudml.org/doc/27648

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

exact solutioncorrelation functionstationary distributionlimit distributionMarkov approximationGaussian innovationsthreshold autoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Markov processes (60J99)

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