On ergodicity of threshold ARMA\((m, p, q)\) models

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DOI10.1007/s42081-024-00248-zMaRDI QIDQ6670080

Shiqing Ling, Qiang Bai

Publication date: 22 January 2025

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

zbMATH Keywords

threshold model TAR model stationarity and ergodicity TARMA model

Mathematics Subject Classification ID

Statistics (62-XX)

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