Local unit roots and global stationarity of TARMA models (Q430852): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H99 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6050367 / rank | |||
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local stationarity | |||
| Property / zbMATH Keywords: local stationarity / rank | |||
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threshold ARMA process | |||
| Property / zbMATH Keywords: threshold ARMA process / rank | |||
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existence | |||
| Property / zbMATH Keywords: existence / rank | |||
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Revision as of 23:50, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local unit roots and global stationarity of TARMA models |
scientific article |
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Local unit roots and global stationarity of TARMA models (English)
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26 June 2012
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local stationarity
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threshold ARMA process
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existence
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