A note on the invertibility of the threshold moving average model

dc.contributor.author	Amendola, Alessandra
dc.contributor.author	Niglio, Marcella
dc.contributor.author	Vitale, Cosimo Damiano
dc.date.accessioned	2019-11-08T13:52:58Z
dc.date.available	2019-11-08T13:52:58Z
dc.date.issued	2010
dc.identifier.citation	Amendola, A., Niglio, M. and Viale, C. D. (2010). “A note on the invertibility of the threshold moving average model”. DISES Working Paper 3.210, Università degli Studi di Salerno, Dipartimento di Scienze Economiche e Statistiche.	it_IT
dc.identifier.issn	1971-3029	it_IT
dc.identifier.uri	http://elea.unisa.it:8080/xmlui/handle/10556/3810
dc.identifier.uri	http://dx.doi.org/10.14273/unisa-2032
dc.description.abstract	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 of the paper these conditions are presented assuming that the innovations of the model do not differ among regimes whereas, in the second part, they are extended to a more general case, to our knowledge never treated before, where the innovations change among regimes.	it_IT
dc.format.extent	32 p.	it_IT
dc.language.iso	en	it_IT
dc.relation.ispartof	Working Papers ; 3.210	it_IT
dc.source	UniSa. Sistema Bibliotecario di Ateneo	it_IT
dc.subject	Invertibility	it_IT
dc.subject	Nonlinear time series	it_IT
dc.subject	Threshold models	it_IT
dc.title	A note on the invertibility of the threshold moving average model	it_IT
dc.type	Working Paper	it_IT

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