Document Zbl 07973752

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J. Stat. Data Sci.</a> <a href="/?q=in%3A522954" title="Articles in this Issue">7, No. 2, 667-675 (2024)</a>. </div> <div class="abstract">Summary: The threshold ARMA model has been extensively studied in the literature. However, except for some special cases, its ergodicity is not clear up to now. This article provides a sufficient condition for the ergodicity of the general multiple threshold ARMA model.</div> <div class="clear"></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A62-XX" title="MSC2020">62-XX</a> </td> <td class="space"> Statistics </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3ATAR+model">TAR model</a>; <a href="/?q=ut%3Athreshold+model">threshold model</a>; <a href="/?q=ut%3ATARMA+model">TARMA model</a>; <a href="/?q=ut%3Astationarity+and+ergodicity">stationarity and ergodicity</a></div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07973752" data-ciurl="/ci/07973752" data-biburl="/bibtex/07973752.bib" data-amsurl="/amsrefs/07973752.bib" data-xmlurl="/xml/07973752.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07973752.pdf" title="Zbl 07973752 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1007/s42081-024-00248-z" aria-label="DOI for “On ergodicity of threshold ARMA$(m, p, q)$ models”" title="10.1007/s42081-024-00248-z">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">An, HZ; 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