Threshold Vector Arma Models (Q2792294)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Threshold Vector Arma Models	scientific article

Statements

scholarly article

0 references

Threshold Vector Arma Models (English)

0 references

zbMATH Open document ID

0 references

10.1080/03610926.2013.814785

0 references

Marcella Niglio

0 references

Cosimo Damiano Vitale

0 references

Communications in Statistics - Theory and Methods

0 references

publication date

8 March 2016

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

zbMATH Keywords

vector nonlinear models

0 references

threshold processes

0 references

stationarity

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/03610926.2013.814785

0 references

0 references

Strict stationarity of generalized autoregressive processes

0 references

The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients

0 references

Stationarity of multivariate Markov-switching ARMA models

0 references

Mixed autoregressive-moving average multivariate processes with time- dependent coefficients

0 references

0 references

Local unit roots and global stationarity of TARMA models

0 references

Vector Threshold Moving Average Models: Model Specification and Invertibility

0 references

Multivariate Markov-switching ARMA processes with regularly varying noise

0 references

ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY

0 references

Modelling Nonlinear Economic Time Series

0 references

0 references

Threshold models in time series analysis -- 30 years on

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2792294

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2792294&oldid=36233641"