ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4012950)
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scientific article; zbMATH DE number 63506
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| English | ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES |
scientific article; zbMATH DE number 63506 |
Statements
ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (English)
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27 September 1992
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existence of causal and strictly stationary solutions
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self-exciting threshold autoregressive moving-average model
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geometric ergodicity
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weakly stationary solutions
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SETARMA model
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ARMA models
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random coefficients
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AR processes
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0.8737857341766357
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0.83179771900177
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0.8311312794685364
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0.8302605748176575
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