The stationarity and invertibility of a class of nonlinear ARMA models (Q547390): Difference between revisions

@@ Property / author @@
-Hai-Bin Wang
@@ Property / author: Hai-Bin Wang / rank @@
-Normal rank
@@ Property / author @@
+Hai-Bin Wang
@@ Property / author: Hai-Bin Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11425-010-4160-y
+Normal rank
@@ Property / OpenAlex ID @@
+W2056311935
@@ Property / OpenAlex ID: W2056311935 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the ergodicity of nonlinear autoregressive model
+Normal rank
@@ Property / cites work @@
+Q4715954
@@ Property / cites work: Q4715954 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4137964
@@ Property / cites work: Q4137964 / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
+Normal rank
@@ Property / cites work @@
+On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
+Normal rank
@@ Property / cites work @@
+On the ergodicity of \(TAR(1)\) processes
@@ Property / cites work: On the ergodicity of \(TAR(1)\) processes / rank @@
+Normal rank
@@ Property / cites work @@
+Functional-Coefficient Autoregressive Models
@@ Property / cites work: Functional-Coefficient Autoregressive Models / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of nonlinear AR(1) time series with delay
+Normal rank
@@ Property / cites work @@
+Stability and the Lyapounov exponent of threshold AR-ARCH models
+Normal rank
@@ Property / cites work @@
+Adaptive Varying-Coefficient Linear Models
@@ Property / cites work: Adaptive Varying-Coefficient Linear Models / rank @@
+Normal rank
@@ Property / cites work @@
+On the invertibility of time series models
@@ Property / cites work: On the invertibility of time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
+Normal rank
@@ Property / cites work @@
+Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
+Normal rank
@@ Property / cites work @@
+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
+Normal rank
@@ Property / cites work @@
+Testing for a linear MA model against threshold MA models
+Normal rank
@@ Property / cites work @@
+Ergodicity and invertibility of threshold moving-average models
+Normal rank
@@ Property / cites work @@
+On the general bilinear time series model
@@ Property / cites work: On the general bilinear time series model / rank @@
+Normal rank
@@ Property / cites work @@
+On a threshold autoregression with conditional heteroscedastic variances
+Normal rank
@@ Property / cites work @@
+On strict stationarity and ergodicity of a non-linear ARMA model
+Normal rank
@@ Property / cites work @@
+Theory of Bilinear Time Series Models
@@ Property / cites work: Theory of Bilinear Time Series Models / rank @@
+Normal rank
@@ Property / cites work @@
+STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
+Normal rank
@@ Property / cites work @@
+On the first-order bilinear time series model
@@ Property / cites work: On the first-order bilinear time series model / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Q3928089
@@ Property / cites work: Q3928089 / rank @@
+Normal rank
@@ Property / cites work @@
+On Wiener–Ito representation and the best linear predictors for bilinear time series
+Normal rank
@@ Property / cites work @@
+Threshold models in non-linear time series analysis
+Normal rank
@@ Property / cites work @@
+Nonlinear ARMA models with functional MA coefficients
+Normal rank
@@ Property / cites work @@
+Separable lower triangular bilinear model
@@ Property / cites work: Separable lower triangular bilinear model / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:547390