Stationarity of generalized autoregressive moving average models
type: Item
instance of: scholarly article
title: Stationarity of generalized autoregressive moving average models
zbMATH Open document ID: 1274.62628
DOI: 10.1214/11-EJS627
author: D. B. Woodard
author: David S. Matteson
author: Shane G. Henderson
published in: Electronic Journal of Statistics
publication date: 2013-05-28T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1312818919
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6166843
zbMATH Keywords: stationary
zbMATH Keywords: time series
zbMATH Keywords: ergodic
zbMATH Keywords: Feller
zbMATH Keywords: drift conditions
zbMATH Keywords: irreducibility
MaRDI profile type: Publication
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Wikidata QID: Q131617033
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description: scientific article; zbMATH DE number 6166843