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Discontinuous Decision Processes and Threshold Autoregressive Time Series Modelling

✍ Scribed by H. Tong


Book ID
124289258
Publisher
Oxford University Press
Year
1982
Tongue
English
Weight
281 KB
Volume
69
Category
Article
ISSN
0006-3444

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We shall first review some non-normal stationary first-order autoregressive models. The models are constructed with a given marginal distribution (logistic, hyperbolic secant, exponential, Laplace, or gamma) and the requirement that the bivariate joint distribution of the generated process must be s