COMPARISON OF SOME NON-LINEAR AUTOREGRESSIVE PROCESSES

DOI10.1111/j.1467-9892.1986.tb00503.xzbMath0623.60086OpenAlexW2051883380MaRDI QIDQ3761423

Göran Högnäs

Publication date: 1986

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00503.x

zbMATH Keywords

stationary distributionstochastic dominationnonlinear autoregressive processespositive increasing functionsstochastic monotone random sequenceunimodal symmetric distributions

Mathematics Subject Classification ID

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

Related Items (3)

Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes ⋮ Non-asymptotic confidence bounds for stochastic approximation algorithms with constant step size ⋮ A note on the comparison of stationary laws of Markov processes

Cites Work

• Unnamed Item
• Threshold models in non-linear time series analysis
• Monotone matrices and monotone Markov processes
• Markov chain models - rarity and exponentiality
• The existence of moments for stationary Markov chains
• A Note on Comparisons of Markov Processes

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