Local unit roots and global stationarity of TARMA models (Q430852)
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scientific article; zbMATH DE number 6050367
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| English | Local unit roots and global stationarity of TARMA models |
scientific article; zbMATH DE number 6050367 |
Statements
Local unit roots and global stationarity of TARMA models (English)
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26 June 2012
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local stationarity
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threshold ARMA process
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existence
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0.8302605748176575
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0.8052567839622498
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0.7994571924209595
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0.7862551212310791
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0.7853497266769409
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