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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 ...
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Author
Amendola, Alessandra (1)
Niglio, Marcella (1)Vitale, Cosimo Damiano (1)Subject
Invertibility (1)
Nonlinear time series (1)Threshold models (1)... View MoreDate Issued2010 (1)Has File(s)Yes (1)
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