On strict stationarity and ergodicity of a non-linear ARMA model (Q4018329)
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scientific article; zbMATH DE number 90090
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| English | On strict stationarity and ergodicity of a non-linear ARMA model |
scientific article; zbMATH DE number 90090 |
Statements
On strict stationarity and ergodicity of a non-linear ARMA model (English)
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16 January 1993
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ergodicity
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necessary and sufficient condition
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existence of a strictly stationary solution of a general nonlinear ARMA model
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threshold \(\text{ARMA}(1,q)\) model
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moving average component
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irreducibility
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0.8486008644104004
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0.8381195068359375
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0.8369005918502808
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0.8311312794685364
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0.8276032209396362
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