ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4012950): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Peter J. Brockwell / rank
Normal rank
 
Property / author
 
Property / author: Peter J. Brockwell / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1992.tb00096.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2107679696 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On asymptotic distribution theory in segmented regression problems - identified case / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the general bilinear time series model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Threshold models in non-linear time series analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing and Modeling Threshold Autoregressive Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space / rank
 
Normal rank
Property / cites work
 
Property / cites work: The existence of moments for stationary Markov chains / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 12:00, 16 May 2024

scientific article
Language Label Description Also known as
English
ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
scientific article

    Statements

    ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (English)
    0 references
    0 references
    0 references
    0 references
    27 September 1992
    0 references
    existence of causal and strictly stationary solutions
    0 references
    self-exciting threshold autoregressive moving-average model
    0 references
    geometric ergodicity
    0 references
    weakly stationary solutions
    0 references
    SETARMA model
    0 references
    ARMA models
    0 references
    random coefficients
    0 references
    AR processes
    0 references

    Identifiers