A note on moving‐average models with feedback (Q5397962): Difference between revisions

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+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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+ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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+A note on the invertibility of nonlinear ARMA models
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+On threshold moving-average models
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+On moving-average models with feedback
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+Q3502474
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+Testing a linear time series model against its threshold extension
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+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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+Testing for a linear MA model against threshold MA models
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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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+A Bayesian nonlinearity test for threshold moving average models
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