Threshold Vector Arma Models (Q2792294): Difference between revisions

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+https://doi.org/10.1080/03610926.2013.814785
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+W2060549988
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@@ Property / cites work @@
+Strict stationarity of generalized autoregressive processes
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+Stationarity of multivariate Markov-switching ARMA models
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+Mixed autoregressive-moving average multivariate processes with time- dependent coefficients
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+Q4840212
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+Local unit roots and global stationarity of TARMA models
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+Vector Threshold Moving Average Models: Model Specification and Invertibility
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+Multivariate Markov-switching ARMA processes with regularly varying noise
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+ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY
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+Modelling Nonlinear Economic Time Series
@@ Property / cites work: Modelling Nonlinear Economic Time Series / rank @@
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+Q3999154
@@ Property / cites work: Q3999154 / rank @@
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+Threshold models in time series analysis -- 30 years on
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+Publication:2792294