Ergodicity, geometric ergodicity and mixing conditions for nonparametric ARMA processes
type: Item
instance of: scholarly article
title: Ergodicity, geometric ergodicity and mixing conditions for nonparametric ARMA processes
zbMATH Open document ID: 1033.62034
author: Graciela Boente
author: Ricardo Fraiman
published in: Bulletin of the Brazilian Mathematical Society. New Series
publication date: 2004-02-25T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 2016659
zbMATH Keywords: ARMA models
zbMATH Keywords: geometric ergodicity
zbMATH Keywords: Fisher-consistency
zbMATH Keywords: kernel estimates
MaRDI profile type: Publication
full work available at URL: s005740200016
OpenAlex ID: W2090804389
DOI: 10.1007/S005740200016
description: scientific article; zbMATH DE number 2016659