Vector threshold moving average models: model specification and invertibility

DOI10.1007/978-3-642-35588-2_9MaRDI QIDQ2930692zbMATH OpenOpenAlexFDO

Authors 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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