On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models

DOI10.1016/S0167-7152(99)00096-6zbMath0986.60033OpenAlexW2071367031MaRDI QIDQ1971378

Oesook Lee

Publication date: 3 February 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00096-6

zbMATH Keywords

ergodicityMarkov chainstationaritygeometric ergodicitynonlinear ARMA(p,q) model

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05)

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Cites Work

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