On ergodicity of threshold ARMA\((m, p, q)\) models (Q6670080)
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scientific article; zbMATH DE number 7973752
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On ergodicity of threshold ARMA\((m, p, q)\) models |
scientific article; zbMATH DE number 7973752 |
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On ergodicity of threshold ARMA\((m, p, q)\) models (English)
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22 January 2025
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TAR model
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threshold model
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TARMA model
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stationarity and ergodicity
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