On the null recurrence and transience of a first-order SETAR model

DOI10.2307/3214493zbMath0731.60034OpenAlexW4240036079MaRDI QIDQ3357197

Joseph D. Petruccelli, Mei-Hui Guo

Publication date: 1991

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214493

zbMATH Keywords

Markov chainsergodicitynonlinear time series

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (5)

Stability of nonlinear AR(1) time series with delay ⋮ On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes ⋮ Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models ⋮ A note on stationarity of the MTAR process on the boundary of the stationarity region ⋮ On geometric ergodicity of the MTAR process

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