scientific article; zbMATH DE number 4149261

MaRDI QIDQ3479301zbMATH OpenFDO

Authors

Publication date 1989

Full work available at URL http://www.kybernetika.cz/content/1989/6/453

zbMATH Keywords

numerical examplesstationary distribution function

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and prediction (62M20)

Recommendations

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Cites work

• Nonlinear autoregressive processes
• Note on parameter estimation for general non–linear time series models

Cited in

(11)

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• The Stationary Marginal Distribution of a Threshold AR(1) Process
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• On calculation of stationary density of autoregressive processes.
• Stationary distribution of absolute autoregression

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