Non-linear time series and Markov chains
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Publication:3197158
DOI10.2307/1427459zbMath0712.62080OpenAlexW2320078877MaRDI QIDQ3197158
Publication date: 1990
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427459
asymptoticstransiencestationaritypositive recurrencenonlinear time seriesMarkov propertygeometric ergodicitystability theory
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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