The stationarity and invertibility of a class of nonlinear ARMA models

DOI10.1007/s11425-010-4160-yzbMath1216.62139OpenAlexW2056311935MaRDI QIDQ547390

Publication date: 1 July 2011

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-010-4160-y

zbMATH Keywords

time series auto-covariance Yule-Walker difference equation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Additive difference equations (39A10)

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