A MULTIPLE-THRESHOLD AR(1) MODEL

被引：119

作者：

CHAN, KS ^{[1
]}

PETRUCCELLI, JD ^{[1
]}

TONG, H ^{[1
]}

WOOLFORD, SW ^{[1
]}

机构：

[1] WORCESTER POLYTECH INST,WORCESTER,MA 01609

来源：

关键词：

D O I：

10.2307/3213771

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

STATISTICAL METHODS

引用

页码：267 / 279

页数：13

共 8 条

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PETRUCCELLI, JD
WOOLFORD, SW
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[4] TONG H, 1980, J ROY STAT SOC B MET, V42, P245
[5] TONG H, 1983, LECTURE NOTES STATIS, V21
[6] Tweedie R. L., 1975, Stochastic Processes & their Applications, V3, P385, DOI 10.1016/0304-4149(75)90033-2
[7] CRITERIA FOR CLASSIFYING GENERAL MARKOV-CHAINS
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[J]. ADVANCES IN APPLIED PROBABILITY, 1976, 8 (04) : 737 - 771
[8] THE EXISTENCE OF MOMENTS FOR STATIONARY MARKOV-CHAINS
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