Browsing DiSES Working Papers by Author "Vitale, Cosimo Damiano"
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A note on the invertibility of the threshold moving average model
Amendola, Alessandra; Niglio, Marcella; Vitale, Cosimo Damiano (2010)The Threshold Moving Average model with k regimes of order q is examined. In particular we provide sufficient conditions for its invertibility by generalizing some results reported in the literature. In the first part ...