Model of general split-BREAK process

MaRDI QIDQ5357841zbMATH OpenFDO

Authors Predrag Popović, Vladica Stojanović, Biljana Popović

Publication date 18 September 2017

Full work available at URL https://www.ine.pt/revstat/pdf/rs150204.pdf

zbMATH Keywords

GSB processinvertibilitynoise indicatorparameters estimationsplit-MA processstationaritySTOPBREAK process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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