ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE...

Journal of Time Series Analysis 1992 Vol. 13; Iss. 2

ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

Peter J. Brockwell, Jian Liu, Richard L. Tweedie
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Volume:
13
Year:
1992
Language:
english
Pages:
13
DOI:
10.1111/j.1467-9892.1992.tb00096.x
File:
PDF, 474 KB
english, 1992
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