On strict stationarity and ergodicity of a non-linear ARMA model (Q4018329)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On strict stationarity and ergodicity of a non-linear ARMA model |
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On strict stationarity and ergodicity of a non-linear ARMA model (English)
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16 January 1993
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ergodicity
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necessary and sufficient condition
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existence of a strictly stationary solution of a general nonlinear ARMA model
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threshold \(\text{ARMA}(1,q)\) model
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moving average component
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irreducibility
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