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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| English | On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes |
scientific article; zbMATH DE number 7066738 |
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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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0.91772395
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0.9118222
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0.8933627
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0.89217955
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0.87781644
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0.8771238
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