Methods for calculating stationary distribution in linear models of time series

DOI10.1080/02331880701270663zbMATH Open1120.62070OpenAlexW2084197419MaRDI QIDQ5423136FDOQ5423136

Authors: Jiří Anděl, Ivan Netuka, Pavel Ranocha 

Publication date: 31 October 2007

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880701270663

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Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS
• The Stationary Marginal Distribution of a Threshold AR(1) Process

Cited In (3)

• State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution
• Title not available (Why is that?)
• Numerical Methods for Integral Equations of the Second Kind with NonSmooth Solutions of Bounded Variation

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