Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process

DOI10.15446/RCE.V39N2.58912zbMATH Open1435.62337OpenAlexW2494190789MaRDI QIDQ5114072FDOQ5114072

Fabio H. Nieto, Edna C. Moreno

Publication date: 21 June 2020

Published in: Revista Colombiana de Estadística (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15446/rce.v39n2.58912

zbMATH Keywords

conditional heteroscedasticitynonlinear stochastic processopen-loop TAR modelstationary nonlinear stochastic process

Mathematics Subject Classification ID

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

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