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On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One |
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| Authors: | Soumya Das Marc G Genton |
| Affiliation: | Statistics Program, King Abdullah University of Science and Technology, Thuwal, Saudi Arabia |
| Abstract: | |
| Keywords: | Multivariate self-exciting threshold autoregressive model multivariate skew-normal distribution skew-symmetric multivariate stable distribution stationary marginal density |