Asymptotics of a class of \(p\)th-order nonlinear autoregressive processes

DOI10.1016/S0167-7152(98)00099-6zbMath0979.60021OpenAlexW2011188167MaRDI QIDQ1305274

Chanho Lee

Publication date: 17 February 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00099-6

zbMATH Keywords

functional central limit theoremMarkov processirreducibilityinvariant probabilitygeometrically Harris ergodic

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05)

Related Items

Stability of nonlinear AR-GARCH models, Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations, Threshold \(\text{Arch}(1)\) processes: Asymptotic inference, Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes

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