Local unit roots and global stationarity of TARMA models (Q430852): Difference between revisions

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+Statistical Properties of Threshold Models
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+Threshold Cointegration
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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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+Threshold Autoregression with a Unit Root
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Stationarity of multivariate Markov-switching ARMA models
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+Unit root tests in three‐regime SETAR models
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+On stationarity and ergodicity of the bilinear model with applications to GARCH models
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+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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+On strict stationarity and ergodicity of a non-linear ARMA model
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+ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY
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+Threshold models in non-linear time series analysis
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+Q3928091
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