Go to the content. | Move to the navigation | Go to the site search | Go to the menu | Contacts | Accessibility

| Create Account

Fonseca, Giovanni (2000) On the stability of threshold arma models. [Working Paper] WORKING PAPER SERIES, 2/2000 . , PADOVA (Inedito)

Full text disponibile come:

[img]
Preview
PDF Document
14Mb

Abstract (english)

In this paper we drive a sufficient condition of the coefficients of the model to ensure the stationarity and the ergodicity of the process, without imposing extra-conditions on the thresholds nor assuming the T-continuity of the related Markovian representation.


Statistiche Download - Aggiungi a RefWorks
EPrint type:Working Paper
Anno di Pubblicazione:March 2000
Key Words:Threshold ARMA processes, stationary processes, ergodicity.
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:7568
Depositato il:19 Mar 2015 13:02
Simple Metadata
Full Metadata
EndNote Format

Download statistics

Solo per lo Staff dell Archivio: Modifica questo record