Local unit roots and global stationarity of TARMA models

DOI10.1007/S11009-010-9166-YzbMath1241.62125OpenAlexW1963560650MaRDI QIDQ430852

Cosimo Damiano Vitale, Marcella Niglio

Publication date: 26 June 2012

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-010-9166-y

zbMATH Keywords

existencelocal stationaritythreshold ARMA process

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Threshold Structures in Economic and Financial Time Series ⋮ Threshold Vector Arma Models

Cites Work

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