On ergodicity of threshold ARMA(m, p, q) models
Q Bai, S Ling - Japanese Journal of Statistics and Data Science, 2024 - Springer
On ergodicity of threshold ARMA(m, p, q) models | Japanese Journal of Statistics and Data
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On strict stationarity of nonlinear time series models without irreducibility or continuity condition
OS Lee, KH Kim - Journal of the Korean Data and Information …, 2007 - koreascience.kr
Nonlinear ARMA model $ X_n\;=\; h (X_ {n-1},{\cdots}, X_ {np}, e_ {n-1},{\cdots}, e_ {np})+
e_n $ is considered and easy-to-check sufficient condition for strict stationarity of {$ X_n $} …
e_n $ is considered and easy-to-check sufficient condition for strict stationarity of {$ X_n $} …