The stationarity and invertibility of a class of nonlinear ARMA models (Q547390)
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scientific article; zbMATH DE number 5916808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stationarity and invertibility of a class of nonlinear ARMA models |
scientific article; zbMATH DE number 5916808 |
Statements
The stationarity and invertibility of a class of nonlinear ARMA models (English)
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1 July 2011
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auto-covariance
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time series
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Yule-Walker difference equation
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0.95890594
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0.9178278
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0.91704786
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0.89416033
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0.88827896
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