Pages that link to "Item:Q993810"

The following pages link to A note on the invertibility of nonlinear ARMA models (Q993810):

Displaying 13 items.

• The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
• The invertibility of sampled and aggregated ARMA models (Q800675) (← links)
• Inversion of Wiener-Hopf truncated operators and prediction error for continuous time ARMA processes (Q1012786) (← links)
• Inverse exponential decay: stochastic fixed point equation and ARMA models (Q2325398) (← links)
• Invertibility of non-linear time series models (Q4337095) (← links)
• The Marginal Density of a TMA(1) Process (Q5111858) (← links)
• Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
• On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes (Q5382479) (← links)
• A note on moving‐average models with feedback (Q5397962) (← links)
• On the inversion of an autoregressive process of finite order (Q6061557) (← links)
• Testing for Threshold Effects in the TARMA Framework (Q6092951) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
• Testing for threshold regulation in presence of measurement error (Q6593369) (← links)