The stationarity and invertibility of a class of nonlinear ARMA models
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Publication:547390
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Additive difference equations (39A10)
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