Ergodicity and invertibility of threshold moving-average models
type: Item
instance of: scholarly article
title: Ergodicity and invertibility of threshold moving-average models
zbMATH Open document ID: 1111.62079
DOI: 10.3150/07-BEJ5147
author: Shiqing Ling
author: Howell Tong
author: Dong Li
published in: Bernoulli
publication date: 2007-05-15T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5153141
zbMATH Keywords: ergodicity
zbMATH Keywords: invertibility
zbMATH Keywords: strict stationarity
zbMATH Keywords: threshold moving-average model
MaRDI profile type: Publication
full work available at URL: 07-bej5147
OpenAlex ID: W2143203728
description: scientific article; zbMATH DE number 5153141