Vector Threshold Moving Average Models: Model Specification and Invertibility

DOI10.1007/978-3-642-35588-2_9zbMath1300.62080OpenAlexW141352489MaRDI QIDQ2930692

Marcella Niglio, Cosimo Damiano Vitale

Publication date: 19 November 2014

Published in: Advances in Theoretical and Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-35588-2_9

zbMATH Keywords

invertibilitymoving averagevector threshold process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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