Stability of nonlinear AR(1) time series with delay

DOI10.1016/S0304-4149(99)00042-3zbMath0992.62085MaRDI QIDQ1613619

Huay-min H. Pu, Daren B. H. Cline

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

ergodicitytransiencenonlinear time seriesthreshold-like models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (8)

Drift conditions and invariant measures for Markov chains. ⋮ Self-exciting threshold binomial autoregressive processes ⋮ NULL RECURRENT UNIT ROOT PROCESSES ⋮ Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models ⋮ Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations ⋮ The stationarity and invertibility of a class of nonlinear ARMA models ⋮ Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series ⋮ Development and application of ergodicity model with FRCM and FLAR for hydrological process

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