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Strict Stationarity of the TARMA(p, q) model without Feller continuity

姜志旼 et al.
DSpace at EWHA · Papers
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There are sufficient conditions for the stationarity of various thresholdautoregressive(TAR) models and threshold autoregressive moving average(TARMA) models. In this paper, we first propose the smooth transition ARMA(p, q) model.We construct a proper test function and prove the stationarity of the
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