Pages that link to "Item:Q3692570"

The following pages link to On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations (Q3692570):

Displaying 50 items.

• Asymmetry and nonstationarity for a seasonal time series model (Q278236) (← links)
• Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
• Existence of stationary distributions for a class of nonlinear time series models in random environment domain (Q357367) (← links)
• On moving-average models with feedback (Q418252) (← links)
• Temporal difference-based policy iteration for optimal control of stochastic systems (Q467477) (← links)
• A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
• Estimation of a multiple-threshold \(AR(p)\) model (Q713826) (← links)
• Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation (Q738398) (← links)
• Some problems of second method of Lyapunov in discrete systems (Q810470) (← links)
• Testing for a linear MA model against threshold MA models (Q817980) (← links)
• LASSO estimation of threshold autoregressive models (Q888321) (← links)
• Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
• Generalized ARMA models with martingale difference errors (Q888346) (← links)
• Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
• Comparison of nonnested asymmetric heteroskedastic models (Q1010561) (← links)
• On maximum likelihood estimators for a threshold autoregression (Q1299006) (← links)
• Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
• Nonparametric vector autoregression (Q1299541) (← links)
• Asymptotics of a class of \(p\)th-order nonlinear autoregressive processes (Q1305274) (← links)
• On geometric ergodicity of nonlinear autoregressive models (Q1347199) (← links)
• The geometric ergodicity and existence of moments for a class of nonlinear time series model (Q1359724) (← links)
• A note on the ergodicity of nonlinear autoregressive model (Q1365172) (← links)
• Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
• Stability of nonlinear AR(1) time series with delay (Q1613619) (← links)
• Self-exciting threshold binomial autoregressive processes (Q1622084) (← links)
• The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
• Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
• Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
• Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
• An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677) (← links)
• Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes. (Q1858916) (← links)
• Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
• The limiting behavior of least absolute deviation estimators for threshold autoregressive models (Q1877005) (← links)
• Construction of Lyapunov functionals for stochastic difference equations with continuous time (Q1877719) (← links)
• Parameter uncertainty and impulse response analysis (Q1915467) (← links)
• On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models (Q1971378) (← links)
• Generalized threshold latent variable model (Q2002582) (← links)
• Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications (Q2195454) (← links)
• Smooth buffered autoregressive time series models (Q2301087) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process (Q2467375) (← links)
• On the dynamics of a deterministic and stochastic model for mosquito control (Q2470563) (← links)
• Test for periodicity in restrictive EXPAR models (Q2815943) (← links)
• Asymptotic theory on the least squares estimation of threshold moving-average models (Q2845020) (← links)
• NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
• NONPARAMETRIC IDENTIFICATION OF POSITIVE EIGENFUNCTIONS (Q3465605) (← links)