On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes (Q5382479)

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scientific article; zbMATH DE number 7066738
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On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
scientific article; zbMATH DE number 7066738

    Statements

    On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes (English)
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    17 June 2019
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    drift criteria
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    irreducibility
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    Markov chain
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    nonlinear time series
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    recurrence
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    stationarity
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