Project Details
Chinese Project Title
以LADE为基础的关于重尾巴未识别ARCH~类噪声的ARMA 模型结构改变的统计推断。
| Status | Finished |
|---|---|
| Effective start/end date | 1/01/23 → 30/06/25 |
Research output
- 1 Journal Article
-
On ergodicity of threshold ARMA(m, p, q) models
Bai, Q. & Ling, S., Nov 2024, In: Japanese Journal of Statistics and Data Science. 7, 2, p. 667-675 9 p.Research output: Contribution to journal › Journal Article › peer-review
Open Access