On the approximation of continuous time threshold ARMA processes
| Year of publication: |
1995
|
|---|---|
| Authors: | Brockwell, P. ; Stramer, O. |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 47.1995, 1, p. 1-20
|
| Publisher: |
Springer |
| Subject: | Non-linear time series | continuous-time ARMA process | threshold model | stochastic differential equation | approximation of diffusion processes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169284