Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process
Clusters of large values are observed in sample paths of certain open-loop threshold autoregressive (TAR) stochastic processes. In order to characterize the stochastic mechanism that generates this empirical stylized fact, three types of marginal conditional distributions of the underlying stochasti...
में बचाया:
| में प्रकाशित: | Revista Colombiana de Estadística |
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| मुख्य लेखकों: | , |
| स्वरूप: | Artigo |
| भाषा: | Inglês |
| प्रकाशित: |
Universidad Nacional de Colombia
2016
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| विषय: | |
| ऑनलाइन पहुंच: | https://www.redalyc.org/articulo.oa?id=89946455002 |
| टैग: |
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