Stationarity of generalized autoregressive moving average models

DOI10.1214/11-EJS627zbMath1274.62628MaRDI QIDQ1952209

David S. Matteson, Dawn B. Woodard, Shane G. Henderson

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1312818919

zbMATH Keywords

time seriesstationaryirreducibilityergodicdrift conditionsFeller

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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