Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804)
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scientific article; zbMATH DE number 2171254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching |
scientific article; zbMATH DE number 2171254 |
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Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (English)
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23 May 2005
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functional central limit theorem
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geometric ergodicity
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Markov switching
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nonlinear ARMA(p
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q) model
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moment
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stationarity
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