Local unit roots and global stationarity of TARMA models
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Publication:430852
DOI10.1007/s11009-010-9166-yzbMath1241.62125MaRDI QIDQ430852
Cosimo Damiano Vitale, Marcella Niglio
Publication date: 26 June 2012
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-010-9166-y
62H99: Multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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