On the Ergodicity of First‐Order Threshold Autoregressive...

On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes

Chan, Kung‐Sik, Goracci, Greta
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Volume:
40
Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12440
Date:
March, 2019
File:
PDF, 173 KB
english, 2019
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