Ergodicity and invertibility of threshold moving-average models

Bernoulli

Volumn 13, Issue 1, 2007, Pages 161-168

  Ling, Shiqing ^a   Tong, Howell ^b   Li, Dong ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Ergodicity; Invertibility; Strict stationarity; Threshold moving average model

Indexed keywords

EID: 47249116902     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/07-BEJ5147     Document Type: Article

References (22)

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