On moving-average models with feedback
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Publication:418252
DOI10.3150/11-BEJ352zbMath1456.62204arXiv1205.2948MaRDI QIDQ418252
Shiqing Ling, Dong Li, Howell Tong
Publication date: 28 May 2012
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.2948
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
Related Items (8)
Penalized estimation of threshold auto-regressive models with many components and thresholds ⋮ The marginal distribution function of threshold-type processes with central symmetric innovations ⋮ Simulation and application of subsampling for threshold autoregressive moving-average models ⋮ Threshold models in time series analysis -- some reflections ⋮ The Marginal Density of a TMA(1) Process ⋮ Nonlinearity testing and modeling for threshold moving average models ⋮ A note on moving‐average models with feedback ⋮ ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
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