Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804): Difference between revisions

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Latest revision as of 11:44, 10 June 2024

scientific article; zbMATH DE number 2171254
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English
Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching
scientific article; zbMATH DE number 2171254

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    Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (English)
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    23 May 2005
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    functional central limit theorem
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    geometric ergodicity
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    Markov switching
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    nonlinear ARMA(p
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    q) model
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    moment
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    stationarity
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