On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes (Q5382479): Difference between revisions

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+Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
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+ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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+.1111/JTSA.12440
@@ Property / DOI: 10.1111/JTSA.12440 / rank @@
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