Local unit roots and global stationarity of TARMA models (Q430852)

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Local unit roots and global stationarity of TARMA models
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    title
    Local unit roots and global stationarity of TARMA models (English)
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    author
    Marcella Niglio
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    Cosimo Damiano Vitale
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    publication date
    26 June 2012
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    zbMATH DE Number
    6050367
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    zbMATH Keywords
    local stationarity
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    threshold ARMA process
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    existence
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