On the Existence of Stationary Threshold Autoregressive Moving-Average Pro- cesses

Authors
P. J. Brockwell J. Liu R. L. Tweedie
Citation
P. J. Brockwell et al., On the Existence of Stationary Threshold Autoregressive Moving-Average Pro- cesses, Journal of time series analysis, 13(02), 1992, pp. 95
Journal title
Journal of time series analysis → ACNP
ISSN journal
01439782
Volume
13
Issue
02
Year of publication
1992
Database
ICR
SICI code
0143-9782(1992)13:02<95:OTEOST>2.0.ZU;2-W