@article{
author = "Stojanović, Vladica and Popović, Biljana and Popović, Predrag",
year = "2014",
abstract = "We present a modification (and partly a generalization) of STOPBREAK process, which is the stochastic model of time series with permanent, emphatic fluctuations. The threshold regime of the process is obtained by using, so called, noise indicator. Now, the model, named the General Split- BREAK (GSB) process, is investigated in terms of its basic stochastic properties. We analyze some necessary and sufficient conditions of the existence of stationary GSB process, and we describe its correlation structure. Also, we define the sequence of the increments of the GSB process, named Split-MA process. Besides the standard investigation of stochastic properties of this process, we also give the conditions of its invertibility.",
publisher = "Belgrade : Mathematical Institute of the Serbian Academy of Sciences and Arts = Beograd : Matematički institut SANU",
journal = "Publications de l'Institut Mathématique",
title = "Stochastic analysis of GSB process",
volume = "95",
number = "109",
pages = "149-159",
doi = "10.2298/PIM1409149S"
}