Local unit roots and global stationarity of TARMA models (Q430852)

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scientific article; zbMATH DE number 6050367
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English
Local unit roots and global stationarity of TARMA models
scientific article; zbMATH DE number 6050367

    Statements

    Local unit roots and global stationarity of TARMA models (English)
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    26 June 2012
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    local stationarity
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    threshold ARMA process
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    existence
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