Continuous-time threshold AR(1) processes

Advances in Applied Probability

Volumn 28, Issue 3, 1996, Pages 728-746

  Stramer, O ^a   Brockwell, P J ^b   Tweedie, R L ^c  

^a UNIVERSITY OF IOWA   (United States)

^b RMIT UNIVERSITY   (Australia)

^c Department of Ecosystem Science and Sustainability   (United States)

Author keywords

Approximation of diffusion processes; Continuous time autoregression; Exponential ergodicity; Gaussian likelihood; Non linear time series; Recurrence; Stationary distribution; Stochastic differential equation

Indexed keywords

EID: 0040228655     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800046462     Document Type: Article

References (21)

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