The marginal density of a TMA(1) process

DOI10.1111/JTSA.12501zbMATH Open1443.62276OpenAlexW2969826303WikidataQ127370655 ScholiaQ127370655MaRDI QIDQ5111858FDOQ5111858

Dong Li, Jiaming Qiu

Publication date: 27 May 2020

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12501

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zbMATH Keywords

integral equationmarginal densitynonlinear stationary stochastic processtest maturity assessment (TMA)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Stochastic integral equations (60H20)

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Cited In (4)

• The marginal distribution function of threshold-type processes with central symmetric innovations
• On joint probability density functions of discrete time iterative processes.
• Information quantity evaluation of nonlinear time series processes and applications
• Title not available (Why is that?)

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