On moving-average models with feedback (Q418252): Difference between revisions

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+Q4715954
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+ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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+A multiple-threshold AR(1) model
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+On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
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+On the ergodicity of \(TAR(1)\) processes
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+Stability and the Lyapounov exponent of threshold AR-ARCH models
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+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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+Ergodicity and invertibility of threshold moving-average models
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+On strict stationarity and ergodicity of a non-linear ARMA model
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+The estimation of a nonlinear moving average model
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+Threshold models in time series analysis -- 30 years on
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