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On the Existence and Application of Continuous-Time Threshold Autoregressions of Order Two
- Part of
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- Journal:
- Advances in Applied Probability / Volume 29 / Issue 1 / March 1997
- Published online by Cambridge University Press:
- 01 July 2016, pp. 205-227
- Print publication:
- March 1997
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Change of measure up to a random time: theory
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- Journal:
- Journal of Applied Probability / Volume 28 / Issue 4 / December 1991
- Published online by Cambridge University Press:
- 14 July 2016, pp. 914-918
- Print publication:
- December 1991
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