Methods for calculating stationary distribution in linear models of time series

DOI10.1080/02331880701270663zbMath1120.62070OpenAlexW2084197419MaRDI QIDQ5423136

Jiří Anděl, Pavel Ranocha, Ivan Netuka

Publication date: 31 October 2007

Published in: Statistics (Search for Journal in Brave)

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

Mathematics Subject Classification ID

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

Related Items (2)

Numerical Methods for Integral Equations of the Second Kind with NonSmooth Solutions of Bounded Variation ⋮ State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution

Cites Work

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• A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS
• The Stationary Marginal Distribution of a Threshold AR(1) Process

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