Douc, Randal; Moulines, Eric; Stoffer, David S. - 2014
, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and … discrete time series models as well as several complementary approaches. They discuss the main limit theorems for Markov chains …, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and …