scientific article; zbMATH DE number 1301718

MaRDI QIDQ4246931zbMATH OpenFDO

Authors George Haiman

Publication date 25 November 1999

zbMATH Keywords

autoregressive processesstationary density

Mathematics Subject Classification ID

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

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(4)

• State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution
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• The Stationary Marginal Distribution of a Threshold AR(1) Process
• On calculation of stationary density of autoregressive processes.

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