On threshold autoregressive processes
Jiří Anděl; Ivan Netuka; Karel Zvára
Kybernetika (1984)
- Volume: 20, Issue: 2, page 89-106
- ISSN: 0023-5954
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topAnděl, Jiří, Netuka, Ivan, and Zvára, Karel. "On threshold autoregressive processes." Kybernetika 20.2 (1984): 89-106. <http://eudml.org/doc/27648>.
@article{Anděl1984,
author = {Anděl, Jiří, Netuka, Ivan, Zvára, Karel},
journal = {Kybernetika},
keywords = {Gaussian innovations; exact solution; limit distribution; Markov approximation; threshold autoregressive process; stationary distribution; correlation function},
language = {eng},
number = {2},
pages = {89-106},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On threshold autoregressive processes},
url = {http://eudml.org/doc/27648},
volume = {20},
year = {1984},
}
TY - JOUR
AU - Anděl, Jiří
AU - Netuka, Ivan
AU - Zvára, Karel
TI - On threshold autoregressive processes
JO - Kybernetika
PY - 1984
PB - Institute of Information Theory and Automation AS CR
VL - 20
IS - 2
SP - 89
EP - 106
LA - eng
KW - Gaussian innovations; exact solution; limit distribution; Markov approximation; threshold autoregressive process; stationary distribution; correlation function
UR - http://eudml.org/doc/27648
ER -
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- Jiří Anděl, Pavel Ranocha, Stationary distribution of absolute autoregression
- Jiří Anděl, Karel Hrach, On calculation of stationary density of autoregressive processes
- Josef Král, Jiří Veselý, Sixty years of Ivan Netuka
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