A note on the invertibility of nonlinear ARMA models-Reference-Cited by-同舟云学术

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A note on the invertibility of nonlinear ARMA models

Published:2010-12 Issue:12 Volume:140 Page:3709-3714
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Chan Kung-Sik,Tong Howell

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference19 articles.

1. Time Series Analysis, Forecasting and Control;Box,1994

2. A note on noisy chaos;Chan;J. R. Stat. Soc. Ser. B.,1994

3. Chaos: A Statistical Perspective;Chan,2001

4. Subadditivity, generalized products of random matrices and operations research;Cohen;SIAM Rev.,1988

5. Time Series Analysis: With Applications in R;Cryer,2008

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