Vector Threshold Moving Average Models: Model Specification and Invertibility (Q2930692)

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Vector Threshold Moving Average Models: Model Specification and Invertibility
scientific article

    Statements

    title
    Vector Threshold Moving Average Models: Model Specification and Invertibility (English)
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    author
    Marcella Niglio
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    Cosimo Damiano Vitale
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    publication date
    19 November 2014
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    zbMATH Keywords
    invertibility
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    moving average
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    vector threshold process
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    Identifiers

    zbMATH DE Number
    6371260
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