Pages that link to "Item:Q1613619"
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The following pages link to Stability of nonlinear AR(1) time series with delay (Q1613619):
Displaying 11 items.
- The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
- On nonergodicity for nonparametric autoregressive models (Q681119) (← links)
- Development and application of ergodicity model with FRCM and FLAR for hydrological process (Q1045274) (← links)
- On the ergodicity of \(TAR(1)\) processes (Q1182687) (← links)
- Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
- Drift conditions and invariant measures for Markov chains. (Q1879539) (← links)
- Geometric transience of nonlinear time series (Q2714958) (← links)
- NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
- Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models (Q3505317) (← links)
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series (Q4677045) (← links)
- Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)