ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4012950): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:41, 6 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES |
scientific article |
Statements
ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (English)
0 references
27 September 1992
0 references
existence of causal and strictly stationary solutions
0 references
self-exciting threshold autoregressive moving-average model
0 references
geometric ergodicity
0 references
weakly stationary solutions
0 references
SETARMA model
0 references
ARMA models
0 references
random coefficients
0 references
AR processes
0 references
