✦ LIBER ✦

ON THE APPROXIMATION OF MOMENTS FOR CONTINUOUS TIME THRESHOLD ARMA PROCESSES

✍ Scribed by O. Stramer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the approximation of continuous time

✍ P. J. Brockwell; O. Stramer 📂 Article 📅 1995 🏛 Springer Japan 🌐 English ⚖ 930 KB

On continuous-time threshold ARMA proces

✍ P.J. Brockwell 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 719 KB

On Stochastic Approximation for Random P

✍ Krasulina, T. P. 📂 Article 📅 1971 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 522 KB

A note on the non-negativity of continuo

✍ Henghsiu Tsai; Kung-Sik Chan 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 254 KB

A NOTE ON THE EMBEDDING OF DISCRETE-TIME

✍ Peter J. Brockwell 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 407 KB

Approximations of first-passage times fo

✍ S. Engelund; R. Rackwitz; C. Lange 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 627 KB