Existence and stability of continuous time threshold arma processes

Statistica Sinica

Volumn 6, Issue 3, 1996, Pages 715-732

  Stramer, O ^a   Tweedie, R L ^a   Brockwell, P J ^a  

^a NONE

Author keywords

Continuous time SETARMA models; Exponential ergodicity; Irreducible Markov processes; Non linear time series; Recurrence; Stationary distributions; Stochastic differential equations; Transience

Indexed keywords

EID: 21444451585     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (21)

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