A note on the invertibility of nonlinear ARMA models (Q993810)
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scientific article; zbMATH DE number 5788979
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| default for all languages | No label defined |
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| English | A note on the invertibility of nonlinear ARMA models |
scientific article; zbMATH DE number 5788979 |
Statements
A note on the invertibility of nonlinear ARMA models (English)
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20 September 2010
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attractor
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dynamical system
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nonlinear time series
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polynomial MA model
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subadditive ergodic theory
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threshold MA model
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0.8175989985466003
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0.8117015361785889
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0.8098210096359253
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0.8062087297439575
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0.7798099517822266
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