Search
Now showing items 1-1 of 1
Distributional properties and parameters estimation of GSB Process: An approach based on characteristic functions
(Beachwood : Institute of Mathematical Statistics, 2016)
A general type of a Split-BREAK process with Gaussian innovations (henceforth, Gaussian Split-BREAK or GSB process) is considered. The basic stochastic properties of the model are studied and its characteristic function ...