scientific article; zbMATH DE number 4100452

MaRDI QIDQ3825973zbMATH OpenFDO

Authors Jiří Anděl

Publication date 1987

zbMATH Keywords

autoregressiveCauchy innovationsinnovation processmoving average processnon-linear generalizationsprocessthreshold modelswhite noise

Mathematics Subject Classification ID

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

Cited in

(5)

• Double generalized threshold models with constraint on the dispersion by the mean
• Threshold accepting as limit case for a modified Tsallis statistics
• Joint behaviour of precedences and exceedances in random threshold models
• Mld's vs thresholds and flips
• The marginal distribution function of threshold-type processes with central symmetric innovations

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