ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4012950): Difference between revisions
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Revision as of 19:10, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES |
scientific article |
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ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (English)
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27 September 1992
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existence of causal and strictly stationary solutions
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self-exciting threshold autoregressive moving-average model
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geometric ergodicity
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weakly stationary solutions
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SETARMA model
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ARMA models
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random coefficients
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AR processes
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