Methods for calculating stationary distribution in linear models of time series

DOI10.1080/02331880701270663MaRDI QIDQ5423136zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS
• The Stationary Marginal Distribution of a Threshold AR(1) Process

Cited in

(3)

• Numerical Methods for Integral Equations of the Second Kind with NonSmooth Solutions of Bounded Variation
• scientific article; zbMATH DE number 4155653 (Why is no real title available?)
• State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution

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