On the stability and ergodicity of a threshold AR(l) without intercepts

DOI10.1080/03610929308831025zbMath0800.62528OpenAlexW2076213402MaRDI QIDQ4275155

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Publication date: 13 January 1994

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929308831025

zbMATH Keywords

stabilityergodicitythreshold autoregressive processbinary feedback shift register

Mathematics Subject Classification ID

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

Cites Work

• On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations

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