Univariate conditional distributions of an open-loop TAR stochastic process

DOI10.15446/RCE.V39N2.58912MaRDI QIDQ5114072zbMATH OpenOpenAlexFDO

Authors Fabio H. Nieto, Edna C. Moreno

Publication date 21 June 2020

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

Copyright license Creative Commons Attribution 4.0 International

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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